+157,276.9%
KLAC vs CAT
+26,255.7%
+131,021.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.4% |
| 7D | +5.7% | +1.7% | +4.0% | +4.8% |
| 30D | -3.6% | -6.6% | +2.9% | 0.0% |
| 3M | -12.8% | -13.3% | +0.5% | -4.2% |
| 6M | +26.1% | +11.6% | +14.4% | +21.4% |
| YTD | +53.3% | +42.9% | +10.4% | +30.2% |
| 1Y | +113.7% | +95.4% | +18.2% | +54.1% |
| 3Y | +274.9% | +196.6% | +78.3% | +117.8% |
| 5Y | +470.1% | +321.7% | +148.5% | +173.0% |
| 10Y | +2,997.0% | +1,140.8% | +1,856.2% | +734.3% |
| All | +157,276.9% | +26,255.7% | +131,021.2% | +8,983.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling