+105.3%
KLAC vs CF
+59.8%
+45.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.2% | +10.6% | +6.2% |
| 7D | +5.7% | +6.0% | -0.3% | +7.9% |
| 30D | -3.6% | +14.8% | -18.5% | +1.1% |
| 3M | -12.8% | +14.1% | -26.9% | -8.3% |
| 6M | +26.1% | +28.5% | -2.5% | +33.9% |
| YTD | +53.3% | +74.9% | -21.6% | +64.0% |
| All | +105.3% | +59.8% | +45.5% | +123.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling