+286.1%
KLAC vs CHRW
+58.8%
+227.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | +10.0% | +7.3% | +2.7% | +8.0% |
| 30D | -14.8% | -3.6% | -11.2% | -14.2% |
| 3M | -27.2% | -9.6% | -17.6% | -25.7% |
| 6M | -17.5% | -17.0% | -0.5% | -14.2% |
| YTD | +25.8% | -15.4% | +41.2% | +28.9% |
| 1Y | +31.8% | -10.0% | +41.8% | +32.8% |
| 3Y | +195.3% | +82.2% | +113.1% | +129.0% |
| All | +286.1% | +58.8% | +227.4% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling