+2,934.0%
KLAC vs CLS
+3,047.2%
-113.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | +6.2% | +20.1% | -13.9% | -1.8% |
| 30D | -5.0% | +6.0% | -11.0% | -7.8% |
| 3M | -14.4% | -10.3% | -4.1% | -11.9% |
| 6M | +28.3% | +24.5% | +3.8% | +13.4% |
| YTD | +51.1% | +12.9% | +38.2% | +37.2% |
| 1Y | +100.4% | +36.7% | +63.7% | +63.5% |
| 3Y | +276.3% | +1,328.1% | -1,051.7% | -0.4% |
| 5Y | +452.1% | +3,682.3% | -3,230.3% | -5.1% |
| All | +2,934.0% | +3,047.2% | -113.2% | +348.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling