+430.6%
KLAC vs CLF
-49.9%
+480.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -2.6% |
| 7D | +2.5% | -3.7% | +6.1% | +3.5% |
| 30D | -11.5% | -4.7% | -6.8% | -10.5% |
| 3M | -16.9% | -4.7% | -12.3% | -16.4% |
| 6M | +22.2% | +24.0% | -1.8% | +14.0% |
| YTD | +46.4% | -10.9% | +57.3% | +46.9% |
| 1Y | +91.0% | +4.0% | +87.0% | +80.3% |
| 3Y | +264.6% | -16.9% | +281.5% | +238.2% |
| 5Y | +430.6% | -49.3% | +479.9% | +433.6% |
| All | +430.6% | -49.9% | +480.5% | +433.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling