+7,096.0%
KLAC vs CF
+5,948.3%
+1,147.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.2% | +10.6% | +8.1% |
| 7D | +5.7% | +6.0% | -0.3% | +4.2% |
| 30D | -3.6% | +14.8% | -18.5% | -7.0% |
| 3M | -12.8% | +14.1% | -26.9% | -16.2% |
| 6M | +26.1% | +28.5% | -2.5% | +14.6% |
| YTD | +53.3% | +74.9% | -21.6% | +28.6% |
| 1Y | +113.7% | +61.7% | +52.0% | +82.0% |
| 3Y | +274.9% | +80.3% | +194.6% | +204.3% |
| 5Y | +470.1% | +226.0% | +244.2% | +278.3% |
| 10Y | +2,997.0% | +569.9% | +2,427.2% | +1,515.9% |
| All | +7,096.0% | +5,948.3% | +1,147.7% | +1,759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling