+2,838.9%
KLAC vs CLS
+2,968.1%
-129.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.1% |
| 7D | +2.5% | +5.0% | -2.5% | +0.4% |
| 30D | -11.5% | +4.8% | -16.3% | -13.7% |
| 3M | -16.9% | -10.4% | -6.6% | -14.4% |
| 6M | +22.2% | +20.8% | +1.4% | +9.4% |
| YTD | +46.4% | +10.0% | +36.3% | +34.3% |
| 1Y | +91.0% | +28.5% | +62.5% | +59.9% |
| 3Y | +264.6% | +1,292.2% | -1,027.7% | -2.5% |
| 5Y | +430.6% | +3,616.8% | -3,186.2% | -8.2% |
| All | +2,838.9% | +2,968.1% | -129.2% | +339.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling