+205.0%
KLAC vs CG
+44.9%
+160.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -0.2% |
| 7D | +21.2% | -1.5% | +22.7% | +22.1% |
| 30D | -14.5% | +5.7% | -20.2% | -16.9% |
| 3M | -24.4% | -17.9% | -6.5% | -17.1% |
| 6M | -12.9% | -20.2% | +7.2% | -3.5% |
| YTD | +29.9% | -32.0% | +61.9% | +55.0% |
| 1Y | +31.9% | -27.0% | +58.9% | +51.6% |
| All | +205.0% | +44.9% | +160.1% | +168.7% |
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