+242.6%
KLAC vs CART
+39.2%
+203.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -2.1% | +0.3% | -2.3% | -2.0% |
| 30D | -21.8% | +22.4% | -44.2% | -23.5% |
| 3M | -20.5% | +15.6% | -36.2% | -22.0% |
| 6M | -18.0% | +44.9% | -62.9% | -22.1% |
| YTD | +26.4% | +30.0% | -3.6% | +21.6% |
| 1Y | +26.3% | +56.6% | -30.3% | +16.8% |
| 3Y | +193.3% | +131.9% | +61.3% | +149.1% |
| All | +242.6% | +39.2% | +203.4% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling