+2,323.7%
KLAC vs CB
+246.5%
+2,077.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +21.2% | 0.0% | +21.2% | +21.1% |
| 30D | -14.5% | +7.4% | -21.9% | -17.1% |
| 3M | -24.4% | +8.6% | -33.0% | -27.2% |
| 6M | -12.9% | +16.1% | -29.1% | -20.0% |
| YTD | +29.9% | +20.2% | +9.7% | +16.5% |
| 1Y | +31.9% | +27.2% | +4.7% | +14.8% |
| 3Y | +201.5% | +72.7% | +128.9% | +115.8% |
| 5Y | +298.6% | +105.9% | +192.6% | +154.4% |
| All | +2,323.7% | +246.5% | +2,077.2% | +1,040.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling