+281.0%
KLAC vs CAPR
+160.6%
+120.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.4% | -0.1% | +9.2% |
| 7D | -1.1% | +36.0% | -37.2% | -1.6% |
| 30D | -22.6% | +25.8% | -48.4% | -22.9% |
| 3M | -23.5% | +140.8% | -164.3% | -24.9% |
| 6M | -18.8% | -67.6% | +48.8% | -18.2% |
| YTD | +25.0% | -65.9% | +90.9% | +25.7% |
| 1Y | +27.5% | +66.1% | -38.6% | +19.9% |
| 3Y | +206.1% | +256.9% | -50.7% | +149.9% |
| 5Y | +281.0% | +172.1% | +108.9% | +194.8% |
| All | +281.0% | +160.6% | +120.4% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling