+2,986.0%
KLAC vs CFG
+308.1%
+2,677.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | +6.2% | -0.6% | +6.8% | +6.4% |
| 30D | -5.0% | -4.5% | -0.5% | -3.0% |
| 3M | -14.4% | +6.3% | -20.7% | -16.8% |
| 6M | +28.3% | +20.6% | +7.7% | +18.3% |
| YTD | +51.1% | +21.2% | +29.9% | +38.9% |
| 1Y | +100.4% | +38.2% | +62.2% | +74.0% |
| 3Y | +276.3% | +185.9% | +90.4% | +135.4% |
| 5Y | +452.1% | +97.0% | +355.1% | +296.0% |
| 10Y | +2,986.0% | +306.8% | +2,679.2% | +1,516.3% |
| All | +2,986.0% | +308.1% | +2,677.8% | +1,516.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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