+89.3%
KLAC vs CARR
-5.9%
+95.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +0.9% |
| 7D | -2.7% | -3.8% | +1.1% | 0.0% |
| 30D | -13.2% | -8.9% | -4.3% | -7.2% |
| 3M | -25.0% | -17.3% | -7.7% | -13.8% |
| 6M | +23.6% | -1.4% | +25.0% | +27.6% |
| YTD | +49.2% | +10.0% | +39.2% | +45.0% |
| 1Y | +89.3% | -6.4% | +95.7% | +98.4% |
| All | +89.3% | -5.9% | +95.2% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling