+26.2%
KLAC vs CL
+33.4%
-7.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -0.9% |
| 7D | -5.7% | +7.7% | -13.4% | +1.6% |
| 30D | -27.6% | +15.2% | -42.8% | -16.3% |
| 3M | -23.3% | +7.3% | -30.6% | -16.6% |
| 6M | -12.4% | +17.0% | -29.4% | +3.2% |
| YTD | +23.7% | +28.0% | -4.2% | +65.6% |
| 1Y | +26.2% | +32.1% | -5.9% | +74.0% |
| All | +26.2% | +33.4% | -7.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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