+4,908.9%
KLAC vs CG
+282.0%
+4,626.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.6% |
| 7D | +10.0% | +0.2% | +9.8% | +9.9% |
| 30D | -14.8% | +11.2% | -26.0% | -19.1% |
| 3M | -27.2% | -22.1% | -5.1% | -18.6% |
| 6M | -17.5% | -17.9% | +0.5% | -10.4% |
| YTD | +25.8% | -31.3% | +57.1% | +47.2% |
| 1Y | +31.8% | -24.0% | +55.8% | +47.0% |
| 3Y | +195.3% | +45.0% | +150.3% | +136.7% |
| 5Y | +285.9% | -22.6% | +308.6% | +294.7% |
| 10Y | +2,247.6% | +282.1% | +1,965.5% | +1,257.8% |
| All | +4,908.9% | +282.0% | +4,626.9% | +2,767.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling