+91.0%
KLAC vs CLS
+28.7%
+62.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.2% |
| 7D | +2.5% | +5.0% | -2.5% | +0.5% |
| 30D | -11.5% | +4.8% | -16.3% | -13.5% |
| 3M | -16.9% | -10.4% | -6.6% | -14.1% |
| 6M | +22.2% | +20.8% | +1.4% | +11.8% |
| YTD | +46.4% | +10.0% | +36.3% | +35.9% |
| 1Y | +91.0% | +28.5% | +62.5% | +66.1% |
| All | +91.0% | +28.7% | +62.3% | +66.1% |
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