+26.2%
KLAC vs CEG
-33.0%
+59.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -1.2% |
| 7D | -5.7% | -4.8% | -0.9% | -3.6% |
| 30D | -27.6% | -8.2% | -19.4% | -25.4% |
| 3M | -23.3% | -7.9% | -15.4% | -21.0% |
| 6M | -12.4% | -23.2% | +10.9% | -3.3% |
| YTD | +23.7% | -30.1% | +53.9% | +39.4% |
| 1Y | +26.2% | -31.9% | +58.1% | +43.6% |
| All | +26.2% | -33.0% | +59.2% | +43.6% |
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