+252.2%
KLAC vs CB
+101.1%
+151.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +6.8% |
| 7D | -12.3% | +0.2% | -12.5% | -12.3% |
| 30D | -29.6% | +9.1% | -38.7% | -30.2% |
| 3M | -28.2% | +3.4% | -31.7% | -28.4% |
| 6M | -23.6% | +14.1% | -37.7% | -25.6% |
| YTD | +14.4% | +18.0% | -3.6% | +9.9% |
| 1Y | +15.4% | +30.1% | -14.7% | +7.2% |
| 3Y | +184.3% | +71.8% | +112.5% | +125.1% |
| All | +252.2% | +101.1% | +151.0% | +152.8% |
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