+1,918.9%
KLAC vs CLBK
+65.5%
+1,853.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.1% |
| 30D | -13.2% | -1.0% | -12.1% | -12.8% |
| 3M | -25.0% | +22.9% | -47.9% | -30.9% |
| 6M | +23.6% | +44.2% | -20.6% | +7.3% |
| YTD | +49.2% | +64.0% | -14.8% | +22.9% |
| 1Y | +89.3% | +65.7% | +23.6% | +54.6% |
| 3Y | +274.4% | +54.1% | +220.3% | +203.1% |
| 5Y | +440.9% | +44.7% | +396.3% | +307.4% |
| All | +1,918.9% | +65.5% | +1,853.5% | +1,312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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