+323.2%
KLAC vs CART
+14.3%
+308.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +2.5% |
| 7D | +10.6% | -4.1% | +14.7% | +11.1% |
| 30D | -4.5% | -4.3% | -0.2% | -4.1% |
| 3M | -10.3% | +13.1% | -23.4% | -12.1% |
| 6M | +40.9% | +26.0% | +14.9% | +35.0% |
| YTD | +56.1% | +6.7% | +49.4% | +53.7% |
| 1Y | +109.0% | +6.3% | +102.8% | +105.0% |
| All | +323.2% | +14.3% | +308.9% | +272.7% |
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