+267.2%
KLAC vs CIEN
+593.4%
-326.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | +2.5% | +5.4% | -2.9% | +0.2% |
| 30D | -11.5% | -13.7% | +2.2% | -6.5% |
| 3M | -16.9% | -23.0% | +6.1% | -7.4% |
| 6M | +22.2% | -0.8% | +23.1% | +19.5% |
| YTD | +46.4% | +43.1% | +3.3% | +21.0% |
| 1Y | +91.0% | +157.6% | -66.6% | +21.9% |
| All | +267.2% | +593.4% | -326.2% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling