+2,012.2%
KLAC vs CLBK
+66.9%
+1,945.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +10.6% | +1.1% | +9.5% | +10.1% |
| 30D | -4.5% | +7.8% | -12.3% | -7.1% |
| 3M | -10.3% | +23.9% | -34.1% | -17.5% |
| 6M | +40.9% | +42.3% | -1.4% | +22.9% |
| YTD | +56.1% | +65.4% | -9.3% | +28.1% |
| 1Y | +109.0% | +70.3% | +38.7% | +68.9% |
| 3Y | +288.8% | +54.5% | +234.4% | +214.7% |
| 5Y | +489.1% | +43.1% | +446.0% | +348.2% |
| All | +2,012.2% | +66.9% | +1,945.3% | +1,372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling