+2,249.0%
KLAC vs CF
+546.3%
+1,702.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.3% |
| 7D | -1.1% | -0.9% | -0.3% | -1.2% |
| 30D | -22.6% | +6.9% | -29.5% | -24.1% |
| 3M | -23.5% | +4.8% | -28.4% | -25.2% |
| 6M | -18.8% | +4.7% | -23.5% | -21.4% |
| YTD | +25.0% | +56.5% | -31.4% | +4.8% |
| 1Y | +27.5% | +48.4% | -20.9% | +8.3% |
| 3Y | +206.1% | +59.1% | +147.0% | +148.0% |
| 5Y | +281.0% | +109.5% | +171.5% | +163.4% |
| 10Y | +2,249.0% | +487.0% | +1,762.0% | +1,070.8% |
| All | +2,249.0% | +546.3% | +1,702.7% | +1,070.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling