-6.2%
KLAC vs CBRS
-45.3%
+39.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.7% | -2.5% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -11.5% | -18.5% | +7.0% | -7.7% |
| 3M | -16.9% | -19.4% | +2.4% | -16.1% |
| All | -6.2% | -45.3% | +39.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling