-12.5%
KLAC vs CEG
-12.6%
+0.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +3.9% |
| 7D | +7.5% | +11.8% | -4.3% | +1.6% |
| 30D | -15.3% | -6.5% | -8.8% | -13.8% |
| 3M | -19.6% | -1.2% | -18.4% | -19.7% |
| 6M | -12.5% | -8.0% | -4.5% | -9.9% |
| All | -12.5% | -12.6% | +0.1% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling