+0.1%
KLAC vs CBRS
-42.9%
+43.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.9% | +6.7% | +3.1% |
| 7D | +10.6% | +15.7% | -5.1% | +6.3% |
| 30D | -4.5% | -11.9% | +7.4% | -2.4% |
| 3M | -10.3% | -16.0% | +5.8% | -10.4% |
| All | +0.1% | -42.9% | +43.0% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling