+20,891.8%
KLAC vs CLS
+2,489.5%
+18,402.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -0.9% |
| 7D | +10.0% | +16.3% | -6.3% | +3.3% |
| 30D | -14.8% | -25.7% | +10.9% | -4.2% |
| 3M | -27.2% | -30.9% | +3.7% | -16.4% |
| 6M | -17.5% | -35.5% | +18.0% | -4.3% |
| YTD | +25.8% | -18.7% | +44.5% | +29.2% |
| 1Y | +31.8% | -17.9% | +49.7% | +32.8% |
| 3Y | +195.3% | +838.1% | -642.8% | -5.4% |
| 5Y | +285.9% | +1,971.9% | -1,686.0% | -13.4% |
| 10Y | +2,247.6% | +1,907.9% | +339.7% | +369.8% |
| All | +20,891.8% | +2,489.5% | +18,402.2% | +1,804.4% |
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