+100.4%
KLAC vs CAT
+94.5%
+5.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.4% |
| 7D | +6.2% | +2.9% | +3.2% | +3.4% |
| 30D | -5.0% | -2.6% | -2.4% | -2.4% |
| 3M | -14.4% | -10.7% | -3.7% | -1.8% |
| 6M | +28.3% | +16.1% | +12.2% | +20.3% |
| YTD | +51.1% | +43.2% | +7.9% | +23.4% |
| 1Y | +100.4% | +96.8% | +3.6% | +25.7% |
| All | +100.4% | +94.5% | +5.9% | +25.7% |
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 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