+210.1%
KLAC vs CART
+38.4%
+171.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.6% |
| 7D | -12.3% | +3.0% | -15.3% | -12.5% |
| 30D | -29.6% | +28.6% | -58.2% | -31.6% |
| 3M | -28.2% | +29.1% | -57.3% | -30.5% |
| 6M | -23.6% | +44.7% | -68.3% | -27.4% |
| YTD | +14.4% | +29.2% | -14.8% | +10.1% |
| 1Y | +15.4% | +66.2% | -50.7% | +5.4% |
| 3Y | +184.3% | +112.8% | +71.5% | +143.1% |
| All | +210.1% | +38.4% | +171.8% | +167.1% |
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 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