+157,277.0%
KLAC vs CLF
+714.0%
+156,562.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +7.0% |
| 7D | +5.7% | +7.6% | -1.8% | +4.1% |
| 30D | -3.6% | -1.2% | -2.4% | -3.5% |
| 3M | -12.8% | -13.4% | +0.6% | -10.9% |
| 6M | +26.1% | +15.4% | +10.6% | +21.1% |
| YTD | +53.3% | -5.9% | +59.2% | +52.2% |
| 1Y | +113.7% | +18.8% | +94.9% | +99.6% |
| 3Y | +274.9% | -19.4% | +294.3% | +260.2% |
| 5Y | +470.1% | -47.7% | +517.9% | +474.9% |
| 10Y | +2,997.0% | +130.4% | +2,866.6% | +1,929.1% |
| All | +157,277.0% | +714.0% | +156,562.9% | +33,283.3% |
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