+2,896.3%
KLAC vs CGNX
+193.6%
+2,702.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | -0.3% |
| 7D | -2.7% | +3.2% | -5.8% | -4.4% |
| 30D | -13.2% | +6.0% | -19.2% | -16.1% |
| 3M | -25.0% | +3.5% | -28.6% | -25.8% |
| 6M | +23.6% | +26.3% | -2.7% | +10.0% |
| YTD | +49.2% | +79.2% | -30.0% | +3.3% |
| 1Y | +89.3% | +43.8% | +45.5% | +46.9% |
| 3Y | +274.4% | +52.0% | +222.4% | +161.0% |
| 5Y | +440.9% | -24.0% | +465.0% | +457.6% |
| All | +2,896.3% | +193.6% | +2,702.7% | +1,612.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling