+288.8%
KLAC vs CAT
+204.7%
+84.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +0.9% |
| 7D | +10.6% | +5.6% | +5.0% | +5.8% |
| 30D | -4.5% | -2.3% | -2.2% | -2.4% |
| 3M | -10.3% | -10.0% | -0.2% | +0.3% |
| 6M | +40.9% | +21.2% | +19.6% | +26.3% |
| YTD | +56.1% | +44.4% | +11.7% | +23.9% |
| 1Y | +109.0% | +96.3% | +12.7% | +32.5% |
| 3Y | +288.8% | +203.9% | +84.9% | +86.4% |
| All | +288.8% | +204.7% | +84.2% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling