+99,296.0%
KLAC vs CB
+6,559.4%
+92,736.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +8.1% |
| 7D | +5.7% | +0.5% | +5.2% | +5.5% |
| 30D | -3.6% | -3.1% | -0.5% | -2.6% |
| 3M | -12.8% | +9.0% | -21.8% | -17.0% |
| 6M | +26.1% | +2.9% | +23.2% | +22.4% |
| YTD | +53.3% | +10.1% | +43.2% | +44.3% |
| 1Y | +113.7% | +22.8% | +90.9% | +91.7% |
| 3Y | +274.9% | +73.8% | +201.1% | +186.3% |
| 5Y | +470.1% | +99.2% | +371.0% | +309.6% |
| 10Y | +2,997.0% | +218.2% | +2,778.8% | +1,700.6% |
| All | +99,296.0% | +6,559.4% | +92,736.5% | +18,513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling