+195.3%
KLAC vs CHRW
+80.1%
+115.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | +10.0% | +7.3% | +2.7% | +8.7% |
| 30D | -14.8% | -3.6% | -11.2% | -14.5% |
| 3M | -27.2% | -9.6% | -17.6% | -26.3% |
| 6M | -17.5% | -17.0% | -0.5% | -15.1% |
| YTD | +25.8% | -15.4% | +41.2% | +28.9% |
| 1Y | +31.8% | -10.0% | +41.8% | +34.3% |
| 3Y | +195.3% | +82.2% | +113.1% | +179.2% |
| All | +195.3% | +80.1% | +115.1% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling