+2,247.0%
KLAC vs CLX
+32.0%
+2,214.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -3.3% |
| 7D | +10.0% | +9.5% | +0.5% | +8.9% |
| 30D | -14.8% | +30.7% | -45.5% | -17.3% |
| 3M | -27.2% | +4.2% | -31.4% | -27.5% |
| 6M | -17.5% | +22.1% | -39.6% | -19.8% |
| YTD | +25.8% | +14.1% | +11.7% | +23.3% |
| 1Y | +31.8% | +10.3% | +21.5% | +29.7% |
| 3Y | +195.3% | -7.8% | +203.1% | +193.3% |
| 5Y | +285.9% | -20.8% | +306.8% | +289.4% |
| All | +2,247.0% | +32.0% | +2,214.9% | +1,700.7% |
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