+288.8%
KLAC vs CHRW
+86.2%
+202.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.5% |
| 7D | +10.6% | +1.9% | +8.6% | +10.2% |
| 30D | -4.5% | +0.9% | -5.4% | -4.7% |
| 3M | -10.3% | -19.9% | +9.6% | -7.0% |
| 6M | +40.9% | -15.8% | +56.7% | +44.6% |
| YTD | +56.1% | -5.6% | +61.7% | +57.7% |
| 1Y | +109.0% | +21.0% | +88.0% | +105.9% |
| 3Y | +288.8% | +86.0% | +202.8% | +263.2% |
| All | +288.8% | +86.2% | +202.7% | +263.2% |
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