+2,986.0%
KLAC vs CAT
+1,125.3%
+1,860.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.6% |
| 7D | +6.2% | +2.9% | +3.2% | +4.2% |
| 30D | -5.0% | -2.6% | -2.4% | -3.1% |
| 3M | -14.4% | -10.7% | -3.7% | -5.9% |
| 6M | +28.3% | +16.1% | +12.2% | +19.5% |
| YTD | +51.1% | +43.2% | +7.9% | +24.0% |
| 1Y | +100.4% | +96.8% | +3.6% | +34.7% |
| 3Y | +276.3% | +201.4% | +75.0% | +93.8% |
| 5Y | +452.1% | +332.7% | +119.4% | +123.7% |
| 10Y | +2,986.0% | +1,157.1% | +1,828.9% | +672.7% |
| All | +2,986.0% | +1,125.3% | +1,860.7% | +672.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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