+687.4%
KLAC vs CIFR
-31.1%
+718.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.7% |
| 7D | +10.0% | +4.8% | +5.2% | +9.4% |
| 30D | -14.8% | -31.0% | +16.2% | -11.5% |
| 3M | -27.2% | -58.7% | +31.6% | -20.4% |
| 6M | -17.5% | -67.7% | +50.2% | -8.2% |
| YTD | +25.8% | -53.5% | +79.3% | +33.7% |
| 1Y | +31.8% | -54.1% | +85.9% | +39.6% |
| 3Y | +195.3% | +138.2% | +57.1% | +147.3% |
| 5Y | +285.9% | -18.5% | +304.5% | +209.9% |
| All | +687.4% | -31.1% | +718.4% | +527.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling