+100.4%
KLAC vs CI
-6.0%
+106.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.1% |
| 7D | +6.2% | -1.1% | +7.3% | +6.1% |
| 30D | -5.0% | +0.5% | -5.5% | -4.9% |
| 3M | -14.4% | -5.2% | -9.2% | -14.1% |
| 6M | +28.3% | +4.3% | +24.0% | +27.8% |
| YTD | +51.1% | +2.8% | +48.3% | +51.3% |
| 1Y | +100.4% | -5.8% | +106.2% | +101.7% |
| All | +100.4% | -6.0% | +106.4% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling