+315.6%
KLAC vs CART
+21.6%
+294.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.5% |
| 7D | +5.7% | +1.0% | +4.7% | +5.6% |
| 30D | -3.6% | +12.6% | -16.2% | -5.2% |
| 3M | -12.8% | +23.1% | -35.9% | -15.4% |
| 6M | +26.1% | +39.5% | -13.5% | +19.2% |
| YTD | +53.3% | +13.5% | +39.8% | +49.9% |
| 1Y | +113.7% | +14.9% | +98.8% | +107.5% |
| All | +315.6% | +21.6% | +294.0% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling