+10,477.7%
KLAC vs CBOE
+1,020.3%
+9,457.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +6.2% | -0.8% | +6.9% | +6.4% |
| 30D | -5.0% | +2.7% | -7.7% | -5.8% |
| 3M | -14.4% | +0.7% | -15.1% | -15.5% |
| 6M | +28.3% | -2.0% | +30.3% | +26.3% |
| YTD | +51.1% | +17.1% | +34.0% | +40.2% |
| 1Y | +100.4% | +26.5% | +73.9% | +80.6% |
| 3Y | +276.3% | +96.1% | +180.2% | +175.7% |
| 5Y | +452.1% | +149.3% | +302.8% | +262.1% |
| 10Y | +2,986.0% | +386.5% | +2,599.5% | +1,443.6% |
| All | +10,477.7% | +1,020.3% | +9,457.4% | +3,606.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling