+1,441.2%
KLAC vs CARR
+425.9%
+1,015.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.3% |
| 7D | +6.2% | +0.6% | +5.5% | +5.9% |
| 30D | -5.0% | -8.7% | +3.7% | -0.8% |
| 3M | -14.4% | -18.4% | +4.0% | -5.3% |
| 6M | +28.3% | -0.6% | +28.9% | +29.5% |
| YTD | +51.1% | +10.9% | +40.2% | +45.3% |
| 1Y | +100.4% | -7.3% | +107.7% | +107.7% |
| 3Y | +276.3% | +2.9% | +273.4% | +270.5% |
| 5Y | +452.1% | +9.6% | +442.4% | +405.2% |
| All | +1,441.2% | +425.9% | +1,015.2% | +1,162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling