-1.7%
KLAC vs CBRS
-40.0%
+38.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.3% | -3.0% | +4.6% |
| 7D | +5.7% | +17.3% | -11.6% | +1.3% |
| 30D | -3.6% | -2.0% | -1.6% | -4.2% |
| 3M | -12.8% | -2.5% | -10.3% | -14.9% |
| All | -1.7% | -40.0% | +38.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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 · Available span rolling