+2,896.3%
KLAC vs CIEN
+1,531.8%
+1,364.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | 0.0% |
| 7D | -2.7% | +8.9% | -11.6% | -6.4% |
| 30D | -13.2% | -19.1% | +5.9% | -5.2% |
| 3M | -25.0% | -21.5% | -3.5% | -16.9% |
| 6M | +23.6% | +2.8% | +20.8% | +18.0% |
| YTD | +49.2% | +49.5% | -0.2% | +18.4% |
| 1Y | +89.3% | +163.8% | -74.5% | +15.0% |
| 3Y | +274.4% | +615.8% | -341.5% | +33.1% |
| 5Y | +440.9% | +548.4% | -107.4% | +96.4% |
| All | +2,896.3% | +1,531.8% | +1,364.5% | +708.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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