+74,066.7%
KLAC vs CB
+7,037.7%
+67,029.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +7.4% |
| 7D | -12.3% | +0.2% | -12.5% | -12.5% |
| 30D | -29.6% | +9.1% | -38.7% | -32.2% |
| 3M | -28.2% | +3.4% | -31.7% | -29.6% |
| 6M | -23.6% | +14.1% | -37.7% | -28.9% |
| YTD | +14.4% | +18.0% | -3.6% | +4.4% |
| 1Y | +15.4% | +30.1% | -14.7% | +1.1% |
| 3Y | +184.3% | +71.8% | +112.5% | +118.0% |
| 5Y | +248.9% | +101.8% | +147.0% | +148.8% |
| 10Y | +2,076.9% | +252.1% | +1,824.8% | +1,113.0% |
| All | +74,066.7% | +7,037.7% | +67,029.0% | +13,365.3% |
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