+89.3%
KLAC vs CEG
-10.5%
+99.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -2.7% | -4.8% | +2.1% | -0.5% |
| 30D | -13.2% | +2.3% | -15.5% | -14.0% |
| 3M | -25.0% | +15.6% | -40.6% | -29.7% |
| 6M | +23.6% | -5.0% | +28.6% | +23.9% |
| YTD | +49.2% | -19.0% | +68.3% | +59.0% |
| 1Y | +89.3% | -10.0% | +99.3% | +93.4% |
| All | +89.3% | -10.5% | +99.8% | +93.4% |
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