+212.1%
KLAC vs CART
+135.4%
+76.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +5.2% |
| 7D | +7.5% | -0.6% | +8.1% | +7.6% |
| 30D | -15.3% | +23.1% | -38.4% | -17.3% |
| 3M | -19.6% | +19.2% | -38.8% | -21.3% |
| 6M | -12.5% | +45.7% | -58.2% | -17.1% |
| YTD | +33.0% | +30.9% | +2.1% | +27.9% |
| 1Y | +35.9% | +50.2% | -14.2% | +26.6% |
| All | +212.1% | +135.4% | +76.8% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling