+2,986.0%
KLAC vs CI
+143.6%
+2,842.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.5% |
| 7D | +6.2% | -1.1% | +7.3% | +6.5% |
| 30D | -5.0% | +0.5% | -5.5% | -5.3% |
| 3M | -14.4% | -5.2% | -9.2% | -13.7% |
| 6M | +28.3% | +4.3% | +24.0% | +24.7% |
| YTD | +51.1% | +2.8% | +48.3% | +47.6% |
| 1Y | +100.4% | -5.8% | +106.2% | +98.9% |
| 3Y | +276.3% | +4.7% | +271.6% | +240.6% |
| 5Y | +452.1% | +42.7% | +409.4% | +323.3% |
| 10Y | +2,986.0% | +141.0% | +2,845.0% | +1,808.3% |
| All | +2,986.0% | +143.6% | +2,842.4% | +1,808.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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