+2,896.3%
KLAC vs CLX
-3.7%
+2,900.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | -2.7% | -5.7% | +3.0% | -2.0% |
| 30D | -13.2% | -17.0% | +3.9% | -11.2% |
| 3M | -25.0% | -9.7% | -15.3% | -24.3% |
| 6M | +23.6% | -19.8% | +43.4% | +26.7% |
| YTD | +49.2% | -9.8% | +59.1% | +50.2% |
| 1Y | +89.3% | -26.2% | +115.5% | +96.3% |
| 3Y | +274.4% | -36.2% | +310.5% | +293.4% |
| 5Y | +440.9% | -38.3% | +479.3% | +462.5% |
| All | +2,896.3% | -3.7% | +2,900.0% | +2,470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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