+154,996.1%
KLAC vs CDE
-89.6%
+155,085.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -3.4% |
| 7D | +6.2% | -2.0% | +8.1% | +6.3% |
| 30D | -5.0% | +15.7% | -20.7% | -6.4% |
| 3M | -14.4% | +30.5% | -44.9% | -16.8% |
| 6M | +28.3% | -7.4% | +35.7% | +28.4% |
| YTD | +51.1% | +17.9% | +33.2% | +47.9% |
| 1Y | +100.4% | +46.7% | +53.7% | +91.4% |
| 3Y | +276.3% | +851.3% | -574.9% | +199.7% |
| 5Y | +452.1% | +202.9% | +249.1% | +367.8% |
| 10Y | +2,986.0% | +58.2% | +2,927.8% | +2,439.0% |
| All | +154,996.1% | -89.6% | +155,085.7% | +103,928.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling