+371.9%
KLAC vs CEG
+681.8%
-309.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.2% |
| 7D | +2.5% | +0.3% | +2.1% | +2.4% |
| 30D | -11.5% | +2.9% | -14.4% | -12.4% |
| 3M | -16.9% | +18.2% | -35.1% | -21.6% |
| 6M | +22.2% | -9.5% | +31.8% | +25.1% |
| YTD | +46.4% | -18.7% | +65.0% | +54.6% |
| 1Y | +91.0% | -10.1% | +101.1% | +94.7% |
| 3Y | +264.6% | +168.3% | +96.2% | +138.4% |
| All | +371.9% | +681.8% | -309.9% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling