+387.1%
KLAC vs CEG
+703.5%
-316.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.6% |
| 7D | +6.2% | +1.3% | +4.8% | +5.8% |
| 30D | -5.0% | +8.8% | -13.8% | -7.7% |
| 3M | -14.4% | +17.0% | -31.4% | -18.9% |
| 6M | +28.3% | -8.7% | +37.0% | +30.8% |
| YTD | +51.1% | -16.4% | +67.5% | +58.1% |
| 1Y | +100.4% | -1.8% | +102.1% | +98.2% |
| 3Y | +276.3% | +175.8% | +100.6% | +143.7% |
| All | +387.1% | +703.5% | -316.3% | +163.6% |
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