-12.8%
KLAC vs CI
+2.0%
-14.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +6.2% |
| 7D | +5.7% | +1.3% | +4.4% | +7.0% |
| 30D | -3.6% | +4.4% | -8.1% | +0.4% |
| 3M | -12.8% | +0.7% | -13.5% | -4.7% |
| All | -12.8% | +2.0% | -14.8% | -4.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling