+288.8%
KLAC vs CEG
+181.7%
+107.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +10.6% | +6.7% | +3.9% | +8.2% |
| 30D | -4.5% | +11.0% | -15.5% | -7.9% |
| 3M | -10.3% | +19.5% | -29.7% | -15.6% |
| 6M | +40.9% | -5.9% | +46.7% | +42.1% |
| YTD | +56.1% | -15.0% | +71.1% | +62.1% |
| 1Y | +109.0% | +0.6% | +108.4% | +105.1% |
| 3Y | +288.8% | +180.6% | +108.2% | +165.1% |
| All | +288.8% | +181.7% | +107.2% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling