+2,381.5%
KLAC vs CI
+149.2%
+2,232.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.4% |
| 7D | +7.5% | -1.3% | +8.8% | +7.9% |
| 30D | -15.3% | +6.4% | -21.7% | -17.2% |
| 3M | -19.6% | +10.7% | -30.3% | -22.6% |
| 6M | -12.5% | +5.5% | -18.0% | -15.4% |
| YTD | +33.0% | +11.4% | +21.6% | +26.1% |
| 1Y | +35.9% | +15.0% | +20.9% | +27.4% |
| 3Y | +208.6% | +9.0% | +199.7% | +176.4% |
| 5Y | +309.5% | +52.0% | +257.5% | +207.0% |
| 10Y | +2,381.5% | +150.9% | +2,230.6% | +1,305.3% |
| All | +2,381.5% | +149.2% | +2,232.4% | +1,305.3% |
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