+430.6%
KLAC vs CHD
+19.7%
+410.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -3.3% |
| 7D | +2.5% | -4.7% | +7.2% | +1.9% |
| 30D | -11.5% | -8.3% | -3.2% | -12.4% |
| 3M | -16.9% | -4.0% | -12.9% | -17.1% |
| 6M | +22.2% | -6.5% | +28.8% | +22.0% |
| YTD | +46.4% | +13.1% | +33.3% | +46.2% |
| 1Y | +91.0% | +2.3% | +88.7% | +91.6% |
| 3Y | +264.6% | +1.8% | +262.8% | +259.8% |
| 5Y | +430.6% | +20.6% | +410.0% | +378.2% |
| All | +430.6% | +19.7% | +410.9% | +378.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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