+288.8%
KLAC vs CLS
+1,316.2%
-1,027.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | -0.3% |
| 7D | +10.6% | +12.8% | -2.2% | +5.2% |
| 30D | -4.5% | +3.8% | -8.3% | -6.4% |
| 3M | -10.3% | -14.6% | +4.4% | -5.9% |
| 6M | +40.9% | +32.2% | +8.6% | +23.1% |
| YTD | +56.1% | +11.6% | +44.5% | +43.5% |
| 1Y | +109.0% | +35.1% | +74.0% | +73.9% |
| 3Y | +288.8% | +1,312.5% | -1,023.7% | +2.3% |
| All | +288.8% | +1,316.2% | -1,027.3% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling