+452.1%
KLAC vs CIEN
+500.1%
-48.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +6.2% | -4.6% | +10.7% | +8.0% |
| 30D | -5.0% | -12.8% | +7.8% | +0.2% |
| 3M | -14.4% | -23.1% | +8.7% | -4.0% |
| 6M | +28.3% | +6.1% | +22.2% | +20.6% |
| YTD | +51.1% | +44.5% | +6.6% | +21.2% |
| 1Y | +100.4% | +176.6% | -76.2% | +17.6% |
| 3Y | +276.3% | +601.0% | -324.6% | +26.2% |
| 5Y | +452.1% | +509.1% | -57.1% | +104.9% |
| All | +452.1% | +500.1% | -48.1% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling