+195.3%
KLAC vs CLBK
+54.0%
+141.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.6% |
| 3M | -27.2% | -4.3% | -22.9% | -26.3% |
| 6M | -17.5% | +28.4% | -45.8% | -22.9% |
| YTD | +25.8% | +59.4% | -33.6% | +10.8% |
| 1Y | +31.8% | +64.8% | -33.0% | +14.9% |
| 3Y | +195.3% | +50.6% | +144.7% | +159.6% |
| All | +195.3% | +54.0% | +141.3% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling