+113.7%
KLAC vs CEG
-3.0%
+116.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.9% | +2.4% | +5.2% |
| 7D | +5.7% | +8.0% | -2.3% | +2.2% |
| 30D | -3.6% | +12.9% | -16.6% | -8.6% |
| 3M | -12.8% | +13.2% | -26.0% | -17.4% |
| 6M | +26.1% | -7.0% | +33.0% | +27.8% |
| YTD | +53.3% | -15.0% | +68.3% | +59.2% |
| 1Y | +113.7% | -2.7% | +116.4% | +116.5% |
| All | +113.7% | -3.0% | +116.7% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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