+26.2%
KLAC vs CIFR
-69.0%
+95.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -20.0% | +15.8% | +1.0% |
| 7D | -5.7% | -26.7% | +21.1% | +1.0% |
| 30D | -27.6% | -58.0% | +30.4% | -11.1% |
| 3M | -23.3% | -68.1% | +44.8% | -0.4% |
| 6M | -12.4% | -63.7% | +51.3% | +7.6% |
| YTD | +23.7% | -56.0% | +79.7% | +42.3% |
| 1Y | +26.2% | -71.1% | +97.3% | +52.3% |
| All | +26.2% | -69.0% | +95.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling