+478.6%
KLAC vs CAT
+328.3%
+150.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.0% |
| 7D | +5.7% | +1.7% | +4.0% | +4.5% |
| 30D | -3.6% | -6.6% | +2.9% | +1.4% |
| 3M | -12.8% | -13.3% | +0.5% | -0.9% |
| 6M | +26.1% | +11.6% | +14.4% | +20.5% |
| YTD | +53.3% | +42.9% | +10.4% | +24.8% |
| 1Y | +113.7% | +95.4% | +18.2% | +41.3% |
| 3Y | +274.9% | +196.6% | +78.3% | +88.7% |
| All | +478.6% | +328.3% | +150.3% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling