+433.3%
KLAC vs CGNX
-25.4%
+458.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | -0.1% |
| 7D | -2.7% | +3.2% | -5.8% | -4.2% |
| 30D | -13.2% | +6.0% | -19.2% | -15.8% |
| 3M | -25.0% | +3.5% | -28.6% | -25.6% |
| 6M | +23.6% | +26.3% | -2.7% | +12.5% |
| YTD | +49.2% | +79.2% | -30.0% | +10.1% |
| 1Y | +89.3% | +43.8% | +45.5% | +54.8% |
| 3Y | +274.4% | +52.0% | +222.4% | +178.2% |
| All | +433.3% | -25.4% | +458.7% | +438.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling