+117,330.7%
KLAC vs CLF
+646.3%
+116,684.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +6.4% |
| 7D | -12.3% | -19.6% | +7.3% | -8.2% |
| 30D | -29.6% | -5.0% | -24.7% | -29.0% |
| 3M | -28.2% | -6.3% | -21.9% | -27.7% |
| 6M | -23.6% | +2.8% | -26.3% | -24.9% |
| YTD | +14.4% | -13.7% | +28.1% | +15.1% |
| 1Y | +15.4% | +13.6% | +1.8% | +9.8% |
| 3Y | +184.3% | -34.0% | +218.3% | +183.7% |
| 5Y | +248.9% | -48.7% | +297.6% | +253.6% |
| 10Y | +2,076.9% | +113.4% | +1,963.5% | +1,353.5% |
| All | +117,330.7% | +646.3% | +116,684.4% | +25,146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling