+279.1%
KLAC vs CG
+48.1%
+231.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -1.3% |
| 7D | +6.2% | -6.4% | +12.6% | +9.6% |
| 30D | -5.0% | -7.1% | +2.1% | -1.9% |
| 3M | -14.4% | -1.6% | -12.8% | -14.3% |
| 6M | +28.3% | -8.3% | +36.6% | +32.3% |
| YTD | +51.1% | -23.8% | +74.9% | +70.3% |
| 1Y | +100.4% | -28.7% | +129.1% | +132.5% |
| All | +279.1% | +48.1% | +231.0% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling