+25,478.2%
KLAC vs CLS
+3,265.4%
+22,212.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.0% |
| 7D | +5.7% | +4.6% | +1.2% | +3.4% |
| 30D | -3.6% | -13.9% | +10.3% | +1.4% |
| 3M | -12.8% | -26.6% | +13.8% | -2.4% |
| 6M | +26.1% | +15.4% | +10.6% | +14.6% |
| YTD | +53.3% | +5.7% | +47.7% | +42.7% |
| 1Y | +113.7% | +41.1% | +72.6% | +71.1% |
| 3Y | +274.9% | +1,228.6% | -953.7% | +4.3% |
| 5Y | +470.1% | +3,240.6% | -2,770.5% | +5.1% |
| 10Y | +2,997.0% | +2,760.3% | +236.7% | +439.1% |
| All | +25,478.2% | +3,265.4% | +22,212.8% | +2,003.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling