+25.0%
KLAC vs CB
+28.5%
-3.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.7% | +8.8% |
| 7D | -1.1% | -1.5% | +0.4% | -2.7% |
| 30D | -22.6% | +6.5% | -29.1% | -16.1% |
| 3M | -23.5% | +4.1% | -27.6% | -19.2% |
| 6M | -18.8% | +14.4% | -33.2% | -2.5% |
| YTD | +25.0% | +17.5% | +7.5% | +58.1% |
| All | +25.0% | +28.5% | -3.5% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling