+279.1%
KLAC vs CIFR
+467.1%
-188.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.7% | +5.5% | -2.0% |
| 7D | +6.2% | +11.3% | -5.1% | +4.5% |
| 30D | -5.0% | +3.5% | -8.5% | -5.8% |
| 3M | -14.4% | -26.6% | +12.2% | -12.3% |
| 6M | +28.3% | +18.1% | +10.2% | +23.8% |
| YTD | +51.1% | +14.5% | +36.6% | +45.6% |
| 1Y | +100.4% | +83.3% | +17.1% | +81.7% |
| All | +279.1% | +467.1% | -188.1% | +203.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling