+11,276.7%
KLAC vs CHRW
+4,173.0%
+7,103.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.9% |
| 7D | +5.7% | -1.4% | +7.1% | +6.4% |
| 30D | -3.6% | -3.5% | -0.2% | -2.3% |
| 3M | -12.8% | -19.4% | +6.6% | -5.4% |
| 6M | +26.1% | -21.4% | +47.4% | +37.3% |
| YTD | +53.3% | -7.1% | +60.4% | +53.8% |
| 1Y | +113.7% | +17.8% | +95.9% | +90.6% |
| 3Y | +274.9% | +78.8% | +196.1% | +163.0% |
| 5Y | +470.1% | +83.5% | +386.6% | +287.0% |
| 10Y | +2,997.0% | +160.2% | +2,836.8% | +1,621.6% |
| All | +11,276.7% | +4,173.0% | +7,103.7% | +1,224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling