+282.3%
KLAC vs CFG
+189.1%
+93.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.4% |
| 7D | +5.7% | +1.5% | +4.2% | +4.9% |
| 30D | -3.6% | -3.8% | +0.2% | -1.7% |
| 3M | -12.8% | +11.5% | -24.3% | -17.4% |
| 6M | +26.1% | +19.2% | +6.9% | +15.7% |
| YTD | +53.3% | +23.7% | +29.6% | +38.2% |
| 1Y | +113.7% | +38.8% | +74.8% | +82.4% |
| All | +282.3% | +189.1% | +93.2% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling