+2,323.7%
KLAC vs CFG
+214.3%
+2,109.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +21.2% | +1.6% | +19.6% | +20.4% |
| 30D | -14.5% | +3.3% | -17.8% | -15.6% |
| 3M | -24.4% | -11.5% | -12.8% | -20.2% |
| 6M | -12.9% | +6.2% | -19.2% | -15.3% |
| YTD | +29.9% | +14.3% | +15.7% | +22.5% |
| 1Y | +31.9% | +26.7% | +5.2% | +18.9% |
| 3Y | +201.5% | +187.8% | +13.8% | +88.4% |
| 5Y | +298.6% | +61.3% | +237.3% | +210.6% |
| All | +2,323.7% | +214.3% | +2,109.4% | +1,411.1% |
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