+5,269.5%
KLAC vs CF
+5,315.1%
-45.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.5% |
| 7D | -12.3% | -3.2% | -9.1% | -11.9% |
| 30D | -29.6% | +4.3% | -34.0% | -30.7% |
| 3M | -28.2% | +2.8% | -31.0% | -29.5% |
| 6M | -23.6% | +0.6% | -24.2% | -25.3% |
| YTD | +14.4% | +56.6% | -42.2% | -2.3% |
| 1Y | +15.4% | +49.6% | -34.2% | -0.5% |
| 3Y | +184.3% | +61.5% | +122.8% | +135.5% |
| 5Y | +248.9% | +124.0% | +124.9% | +153.7% |
| 10Y | +2,076.9% | +573.2% | +1,503.8% | +1,029.9% |
| All | +5,269.5% | +5,315.1% | -45.7% | +1,313.0% |
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