+2,323.7%
KLAC vs CLF
+80.0%
+2,243.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +21.2% | +16.0% | +5.2% | +16.9% |
| 30D | -14.5% | +1.6% | -16.1% | -14.9% |
| 3M | -24.4% | +6.7% | -31.1% | -26.0% |
| 6M | -12.9% | +21.1% | -34.1% | -18.3% |
| YTD | +29.9% | -1.6% | +31.5% | +26.6% |
| 1Y | +31.9% | +18.5% | +13.4% | +22.7% |
| 3Y | +201.5% | -21.0% | +222.6% | +186.0% |
| 5Y | +298.6% | -41.4% | +340.0% | +288.4% |
| All | +2,323.7% | +80.0% | +2,243.8% | +1,409.9% |
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