+2,986.0%
KLAC vs CLF
+116.4%
+2,869.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.8% |
| 7D | +6.2% | -2.7% | +8.8% | +6.9% |
| 30D | -5.0% | -3.2% | -1.8% | -4.3% |
| 3M | -14.4% | -5.0% | -9.5% | -14.0% |
| 6M | +28.3% | +26.6% | +1.7% | +19.6% |
| YTD | +51.1% | -9.0% | +60.1% | +50.8% |
| 1Y | +100.4% | +11.8% | +88.5% | +87.1% |
| 3Y | +276.3% | -15.1% | +291.4% | +252.1% |
| 5Y | +452.1% | -48.2% | +500.3% | +453.6% |
| 10Y | +2,986.0% | +127.6% | +2,858.4% | +1,853.9% |
| All | +2,986.0% | +116.4% | +2,869.6% | +1,853.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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