+89.3%
KLAC vs CDE
+40.5%
+48.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | -2.7% | -3.1% | +0.4% | -1.8% |
| 30D | -13.2% | +9.5% | -22.6% | -16.0% |
| 3M | -25.0% | +25.5% | -50.5% | -31.3% |
| 6M | +23.6% | -7.9% | +31.5% | +21.7% |
| YTD | +49.2% | +15.6% | +33.7% | +41.1% |
| 1Y | +89.3% | +34.0% | +55.3% | +72.9% |
| All | +89.3% | +40.5% | +48.8% | +72.9% |
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