+31.9%
KLAC vs CAT
+7.0%
+24.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.9% |
| 7D | +21.2% | +9.3% | +11.9% | +11.0% |
| 30D | -14.5% | -21.5% | +7.0% | +7.9% |
| 3M | -24.4% | -29.1% | +4.7% | +5.6% |
| 6M | -12.9% | -33.4% | +20.4% | +34.3% |
| YTD | +29.9% | +6.6% | +23.4% | +29.1% |
| 1Y | +31.9% | +6.5% | +25.4% | +30.4% |
| All | +31.9% | +7.0% | +24.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling