+288.8%
KLAC vs CI
+3.7%
+285.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.7% |
| 7D | +10.6% | -2.6% | +13.1% | +10.4% |
| 30D | -4.5% | -2.4% | -2.1% | -4.6% |
| 3M | -10.3% | -4.8% | -5.5% | -10.3% |
| 6M | +40.9% | +2.1% | +38.8% | +40.8% |
| YTD | +56.1% | +1.4% | +54.8% | +56.2% |
| 1Y | +109.0% | -6.8% | +115.8% | +108.9% |
| 3Y | +288.8% | +3.3% | +285.5% | +263.0% |
| All | +288.8% | +3.7% | +285.2% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling