+2,380.9%
KLAC vs CL
+84.9%
+2,296.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +7.5% | -0.8% | +8.3% | +7.6% |
| 30D | -15.3% | +9.5% | -24.8% | -17.3% |
| 3M | -19.6% | +6.8% | -26.4% | -21.1% |
| 6M | -12.5% | +14.3% | -26.8% | -16.7% |
| YTD | +33.0% | +27.0% | +6.0% | +20.8% |
| 1Y | +35.9% | +26.3% | +9.7% | +23.5% |
| 3Y | +208.6% | +39.3% | +169.4% | +151.7% |
| 5Y | +309.5% | +41.5% | +268.0% | +225.0% |
| All | +2,380.9% | +84.9% | +2,296.0% | +1,601.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling