+26.2%
KLAC vs CLS
-28.7%
+54.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +4.9% | -0.5% |
| 7D | -5.7% | -21.1% | +15.5% | +3.3% |
| 30D | -27.6% | -38.2% | +10.6% | -13.2% |
| 3M | -23.3% | -36.3% | +13.0% | -10.0% |
| 6M | -12.4% | -43.8% | +31.4% | +6.7% |
| YTD | +23.7% | -20.0% | +43.8% | +28.4% |
| 1Y | +26.2% | -29.6% | +55.8% | +34.4% |
| All | +26.2% | -28.7% | +54.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling