+2,288.0%
KLAC vs CLF
+82.3%
+2,205.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -0.2% |
| 7D | -2.1% | -9.1% | +7.0% | +0.5% |
| 30D | -21.8% | -0.9% | -20.8% | -21.7% |
| 3M | -20.5% | +3.0% | -23.5% | -21.6% |
| 6M | -18.0% | +16.7% | -34.7% | -22.3% |
| YTD | +26.4% | -3.2% | +29.5% | +23.6% |
| 1Y | +26.3% | +24.6% | +1.7% | +16.0% |
| 3Y | +193.3% | -22.3% | +215.6% | +179.2% |
| 5Y | +297.2% | -41.2% | +338.4% | +286.9% |
| 10Y | +2,288.0% | +83.5% | +2,204.5% | +1,388.9% |
| All | +2,288.0% | +82.3% | +2,205.7% | +1,388.9% |
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