+35.0%
KLAC vs CFG
+28.5%
+6.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +4.7% |
| 7D | +7.5% | -0.8% | +8.3% | +8.3% |
| 30D | -15.3% | +3.1% | -18.4% | -16.6% |
| 3M | -19.6% | -9.7% | -9.9% | -14.1% |
| 6M | -12.5% | +6.7% | -19.2% | -16.9% |
| YTD | +33.0% | +15.2% | +17.8% | +18.9% |
| All | +35.0% | +28.5% | +6.6% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling