+452.1%
KLAC vs CB
+98.0%
+354.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +6.2% | -0.5% | +6.7% | +6.2% |
| 30D | -5.0% | -3.1% | -1.9% | -4.7% |
| 3M | -14.4% | +4.2% | -18.6% | -15.8% |
| 6M | +28.3% | +4.7% | +23.6% | +25.7% |
| YTD | +51.1% | +8.8% | +42.3% | +46.0% |
| 1Y | +100.4% | +22.6% | +77.8% | +85.4% |
| 3Y | +276.3% | +70.6% | +205.7% | +186.9% |
| 5Y | +452.1% | +99.4% | +352.6% | +289.2% |
| All | +452.1% | +98.0% | +354.1% | +289.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling