+113.7%
KLAC vs CBOE
+29.2%
+84.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.4% | +7.3% |
| 7D | +5.7% | -3.6% | +9.4% | +4.7% |
| 30D | -3.6% | +5.1% | -8.7% | -2.0% |
| 3M | -12.8% | +4.6% | -17.4% | -9.7% |
| 6M | +26.1% | -0.3% | +26.3% | +32.3% |
| YTD | +53.3% | +19.8% | +33.6% | +79.8% |
| 1Y | +113.7% | +28.4% | +85.3% | +169.3% |
| All | +113.7% | +29.2% | +84.5% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling