+31.8%
KLAC vs CL
+29.8%
+2.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -1.4% |
| 7D | +10.0% | +3.2% | +6.8% | +13.3% |
| 30D | -14.8% | +8.0% | -22.9% | -7.4% |
| 3M | -27.2% | +7.9% | -35.0% | -20.5% |
| 6M | -17.5% | +14.7% | -32.2% | -3.4% |
| YTD | +25.8% | +29.2% | -3.3% | +69.9% |
| 1Y | +31.8% | +29.5% | +2.3% | +78.3% |
| All | +31.8% | +29.8% | +2.0% | +78.3% |
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