+5,992.6%
KLAC vs CAPR
-98.9%
+6,091.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +26.5% | -21.3% | +4.8% |
| 7D | +7.5% | +25.8% | -18.3% | +7.1% |
| 30D | -15.3% | +50.2% | -65.5% | -15.9% |
| 3M | -19.6% | +185.5% | -205.1% | -21.3% |
| 6M | -12.5% | -64.8% | +52.3% | -12.1% |
| YTD | +33.0% | -61.1% | +94.1% | +33.2% |
| 1Y | +35.9% | +81.0% | -45.0% | +28.1% |
| 3Y | +208.6% | +300.7% | -92.1% | +181.0% |
| 5Y | +309.5% | +223.3% | +86.1% | +270.7% |
| 10Y | +2,381.5% | -58.8% | +2,440.3% | +2,073.3% |
| All | +5,992.6% | -98.9% | +6,091.5% | +5,099.2% |
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