+328.8%
KLAC vs CEG
+651.0%
-322.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +4.3% |
| 7D | +7.5% | +11.8% | -4.3% | +3.5% |
| 30D | -15.3% | -6.5% | -8.8% | -13.1% |
| 3M | -19.6% | -1.2% | -18.4% | -19.6% |
| 6M | -12.5% | -8.0% | -4.5% | -10.6% |
| YTD | +33.0% | -21.9% | +54.9% | +41.9% |
| 1Y | +35.9% | -21.4% | +57.4% | +44.7% |
| 3Y | +208.6% | +130.0% | +78.6% | +112.6% |
| All | +328.8% | +651.0% | -322.2% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling