+117,330.7%
KLAC vs CL
+5,337.0%
+111,993.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +8.9% | +7.4% |
| 7D | -12.3% | +1.3% | -13.6% | -12.8% |
| 30D | -29.6% | +11.4% | -41.0% | -32.5% |
| 3M | -28.2% | +4.4% | -32.7% | -29.8% |
| 6M | -23.6% | +10.8% | -34.4% | -27.6% |
| YTD | +14.4% | +25.1% | -10.7% | +2.8% |
| 1Y | +15.4% | +28.0% | -12.5% | +2.6% |
| 3Y | +184.3% | +37.6% | +146.7% | +138.4% |
| 5Y | +248.9% | +39.7% | +209.2% | +188.2% |
| 10Y | +2,076.9% | +75.8% | +2,001.2% | +1,536.3% |
| All | +117,330.7% | +5,337.0% | +111,993.7% | +22,981.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling