+160,142.9%
KLAC vs CHD
+10,010.3%
+150,132.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.9% | +2.4% |
| 7D | +10.6% | -2.9% | +13.5% | +11.5% |
| 30D | -4.5% | -6.2% | +1.7% | -2.9% |
| 3M | -10.3% | +1.6% | -11.8% | -11.4% |
| 6M | +40.9% | -3.5% | +44.4% | +40.8% |
| YTD | +56.1% | +16.2% | +39.9% | +47.2% |
| 1Y | +109.0% | +3.4% | +105.6% | +103.0% |
| 3Y | +288.8% | +4.6% | +284.2% | +269.0% |
| 5Y | +489.1% | +21.1% | +468.0% | +426.7% |
| 10Y | +3,041.8% | +126.5% | +2,915.2% | +2,169.8% |
| All | +160,142.9% | +10,010.3% | +150,132.6% | +42,363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling