+113.7%
KLAC vs CL
+8.2%
+105.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +6.0% |
| 7D | +5.7% | -2.2% | +7.9% | +3.7% |
| 30D | -3.6% | -4.8% | +1.2% | -7.7% |
| 3M | -12.8% | +4.9% | -17.7% | -8.5% |
| 6M | +26.1% | -5.7% | +31.8% | +20.0% |
| YTD | +53.3% | +14.4% | +38.9% | +79.7% |
| 1Y | +113.7% | +8.7% | +104.9% | +153.1% |
| All | +113.7% | +8.2% | +105.5% | +153.1% |
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