+113.7%
KLAC vs CGNX
+42.4%
+71.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.3% |
| 7D | +5.7% | +3.0% | +2.8% | +4.5% |
| 30D | -3.6% | -11.8% | +8.2% | +1.5% |
| 3M | -12.8% | -3.6% | -9.2% | -10.5% |
| 6M | +26.1% | +17.4% | +8.7% | +23.0% |
| YTD | +53.3% | +73.7% | -20.4% | +30.0% |
| 1Y | +113.7% | +41.5% | +72.2% | +96.3% |
| All | +113.7% | +42.4% | +71.3% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling