+26.2%
KLAC vs CDE
+0.7%
+25.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.7% | -12.8% | -7.0% |
| 7D | -5.7% | +1.1% | -6.8% | -6.3% |
| 30D | -27.6% | -14.5% | -13.1% | -23.9% |
| 3M | -23.3% | -10.1% | -13.2% | -22.5% |
| 6M | -12.4% | -16.9% | +4.5% | -10.0% |
| YTD | +23.7% | -18.1% | +41.9% | +27.0% |
| 1Y | +26.2% | +5.6% | +20.6% | +18.7% |
| All | +26.2% | +0.7% | +25.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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