+26.2%
KLAC vs CART
+61.3%
-35.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -3.9% |
| 7D | -5.7% | +1.4% | -7.0% | -5.4% |
| 30D | -27.6% | +29.7% | -57.3% | -24.7% |
| 3M | -23.3% | +29.7% | -53.0% | -20.2% |
| 6M | -12.4% | +36.8% | -49.2% | -8.2% |
| YTD | +23.7% | +31.7% | -7.9% | +29.8% |
| 1Y | +26.2% | +62.4% | -36.2% | +33.2% |
| All | +26.2% | +61.3% | -35.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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