+3,478.2%
KLAC vs CFG
+396.4%
+3,081.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.4% |
| 7D | +5.7% | +1.5% | +4.2% | +5.0% |
| 30D | -3.6% | -3.8% | +0.2% | -2.0% |
| 3M | -12.8% | +11.5% | -24.3% | -16.8% |
| 6M | +26.1% | +19.2% | +6.9% | +17.1% |
| YTD | +53.3% | +23.7% | +29.6% | +40.2% |
| 1Y | +113.7% | +38.8% | +74.8% | +85.8% |
| 3Y | +274.9% | +178.9% | +96.0% | +140.1% |
| 5Y | +470.1% | +101.8% | +368.4% | +308.9% |
| 10Y | +2,997.0% | +317.3% | +2,679.7% | +1,445.0% |
| All | +3,478.2% | +396.4% | +3,081.9% | +1,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling