+2,838.9%
KLAC vs CHRW
+182.4%
+2,656.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.6% |
| 7D | +2.5% | +4.4% | -1.9% | +0.9% |
| 30D | -11.5% | +5.5% | -17.0% | -13.2% |
| 3M | -16.9% | -17.3% | +0.3% | -12.0% |
| 6M | +22.2% | -12.7% | +34.9% | +26.5% |
| YTD | +46.4% | -4.1% | +50.5% | +45.2% |
| 1Y | +91.0% | +21.2% | +69.8% | +72.3% |
| 3Y | +264.6% | +88.9% | +175.6% | +162.9% |
| 5Y | +430.6% | +93.1% | +337.5% | +270.8% |
| All | +2,838.9% | +182.4% | +2,656.5% | +1,637.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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