+833.7%
KLAC vs CIFR
+69.3%
+764.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.8% | +1.3% |
| 7D | -2.7% | -5.0% | +2.3% | -2.1% |
| 30D | -13.2% | -5.7% | -7.5% | -12.9% |
| 3M | -25.0% | -25.5% | +0.5% | -23.6% |
| 6M | +23.6% | +19.4% | +4.2% | +19.7% |
| YTD | +49.2% | +14.2% | +35.1% | +44.5% |
| 1Y | +89.3% | +69.0% | +20.3% | +74.3% |
| 3Y | +274.4% | +503.9% | -229.6% | +182.7% |
| 5Y | +440.9% | +27.7% | +413.3% | +322.6% |
| All | +833.7% | +69.3% | +764.4% | +577.2% |
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