+298.6%
KLAC vs CG
-21.9%
+320.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | 0.0% |
| 7D | +21.2% | -1.5% | +22.7% | +22.2% |
| 30D | -14.5% | +5.7% | -20.2% | -17.2% |
| 3M | -24.4% | -17.9% | -6.5% | -16.4% |
| 6M | -12.9% | -20.2% | +7.2% | -2.7% |
| YTD | +29.9% | -32.0% | +61.9% | +56.9% |
| 1Y | +31.9% | -27.0% | +58.9% | +53.0% |
| 3Y | +201.5% | +42.8% | +158.8% | +123.3% |
| 5Y | +298.6% | -23.4% | +322.0% | +313.6% |
| All | +298.6% | -21.9% | +320.5% | +313.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling