+241.1%
KLAC vs CART
+40.2%
+200.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.8% | -3.2% |
| 7D | +10.0% | +1.3% | +8.7% | +9.8% |
| 30D | -14.8% | +19.2% | -34.0% | -16.5% |
| 3M | -27.2% | +17.6% | -44.7% | -28.6% |
| 6M | -17.5% | +47.4% | -64.8% | -21.8% |
| YTD | +25.8% | +30.9% | -5.1% | +21.0% |
| 1Y | +31.8% | +46.0% | -14.1% | +23.8% |
| 3Y | +195.3% | +130.3% | +65.0% | +151.1% |
| All | +241.1% | +40.2% | +200.9% | +193.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling