+26.1%
KLAC vs CFG
+19.5%
+6.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.4% |
| 7D | +5.7% | +1.5% | +4.2% | +4.5% |
| 30D | -3.6% | -3.8% | +0.2% | -0.6% |
| 3M | -12.8% | +11.5% | -24.3% | -21.5% |
| 6M | +26.1% | +19.2% | +6.9% | +1.6% |
| All | +26.1% | +19.5% | +6.6% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling