+433.3%
KLAC vs CDE
+196.4%
+236.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | -2.7% | -3.1% | +0.4% | -2.1% |
| 30D | -13.2% | +9.5% | -22.6% | -15.0% |
| 3M | -25.0% | +25.5% | -50.5% | -29.0% |
| 6M | +23.6% | -7.9% | +31.5% | +23.4% |
| YTD | +49.2% | +15.6% | +33.7% | +42.7% |
| 1Y | +89.3% | +34.0% | +55.3% | +74.4% |
| 3Y | +274.4% | +791.9% | -517.6% | +142.9% |
| All | +433.3% | +196.4% | +236.8% | +270.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling