+31.8%
KLAC vs CLBK
+63.8%
-32.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.0% |
| 7D | +10.0% | +0.9% | +9.1% | +9.8% |
| 30D | -14.8% | +3.4% | -18.2% | -15.3% |
| 3M | -27.2% | -4.3% | -22.9% | -26.2% |
| 6M | -17.5% | +28.4% | -45.8% | -21.7% |
| YTD | +25.8% | +59.4% | -33.6% | +15.6% |
| 1Y | +31.8% | +64.8% | -33.0% | +21.9% |
| All | +31.8% | +63.8% | -32.0% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling