+6,923.1%
KLAC vs CAPR
-99.1%
+7,022.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.3% |
| 7D | +5.7% | -2.0% | +7.7% | +5.8% |
| 30D | -3.6% | +139.2% | -142.8% | -5.3% |
| 3M | -12.8% | -66.4% | +53.6% | -12.2% |
| 6M | +26.1% | -63.1% | +89.2% | +26.6% |
| YTD | +53.3% | -67.4% | +120.7% | +54.2% |
| 1Y | +113.7% | +58.2% | +55.4% | +101.9% |
| 3Y | +274.9% | +42.2% | +232.7% | +247.3% |
| 5Y | +470.1% | +87.3% | +382.9% | +421.3% |
| 10Y | +2,997.0% | -75.3% | +3,072.3% | +2,627.0% |
| All | +6,923.1% | -99.1% | +7,022.2% | +5,919.9% |
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