+297.2%
KLAC vs CI
+53.6%
+243.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +0.9% |
| 7D | -2.1% | +2.6% | -4.7% | -2.2% |
| 30D | -21.8% | +7.3% | -29.1% | -22.2% |
| 3M | -20.5% | +9.5% | -30.0% | -21.2% |
| 6M | -18.0% | +6.4% | -24.4% | -18.6% |
| YTD | +26.4% | +12.0% | +14.4% | +24.5% |
| 1Y | +26.3% | +20.1% | +6.2% | +23.3% |
| 3Y | +193.3% | +9.6% | +183.7% | +177.0% |
| 5Y | +297.2% | +52.7% | +244.5% | +212.1% |
| All | +297.2% | +53.6% | +243.6% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling