+2,838.9%
KLAC vs CG
+321.9%
+2,517.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.8% | -1.9% |
| 7D | +2.5% | -9.8% | +12.3% | +8.1% |
| 30D | -11.5% | -10.3% | -1.2% | -6.6% |
| 3M | -16.9% | -1.7% | -15.3% | -16.7% |
| 6M | +22.2% | -9.8% | +32.1% | +27.4% |
| YTD | +46.4% | -25.6% | +72.0% | +68.2% |
| 1Y | +91.0% | -32.5% | +123.5% | +130.0% |
| 3Y | +264.6% | +45.6% | +218.9% | +175.6% |
| 5Y | +430.6% | +3.7% | +426.9% | +366.0% |
| All | +2,838.9% | +321.9% | +2,517.1% | +1,385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling