+489.1%
KLAC vs CFG
+100.9%
+388.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.4% |
| 7D | +10.6% | +2.7% | +7.9% | +9.1% |
| 30D | -4.5% | -3.7% | -0.8% | -2.7% |
| 3M | -10.3% | +9.5% | -19.7% | -14.3% |
| 6M | +40.9% | +22.2% | +18.6% | +27.6% |
| YTD | +56.1% | +22.3% | +33.8% | +41.3% |
| 1Y | +109.0% | +39.4% | +69.6% | +77.4% |
| 3Y | +288.8% | +188.5% | +100.3% | +129.5% |
| 5Y | +489.1% | +101.5% | +387.6% | +336.1% |
| All | +489.1% | +100.9% | +388.2% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling