+26.1%
KLAC vs CB
+1.8%
+24.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +4.7% |
| 7D | +5.7% | +0.5% | +5.2% | +6.5% |
| 30D | -3.6% | -3.1% | -0.5% | -7.6% |
| 3M | -12.8% | +9.0% | -21.8% | +0.3% |
| 6M | +26.1% | +2.9% | +23.2% | +39.6% |
| All | +26.1% | +1.8% | +24.2% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling