+5,628.2%
KLAC vs CAPR
-99.0%
+5,727.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.3% |
| YTD | +25.0% | -65.9% | +90.9% | +25.5% |
| 1Y | +27.5% | +66.1% | -38.6% | +20.3% |
| 3Y | +206.1% | +256.9% | -50.7% | +179.4% |
| 5Y | +281.0% | +172.1% | +108.9% | +246.0% |
| 10Y | +2,249.0% | -64.7% | +2,313.7% | +1,962.6% |
| All | +5,628.2% | -99.0% | +5,727.2% | +4,800.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling