+279.1%
KLAC vs CLX
-35.1%
+314.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -3.5% |
| 7D | +6.2% | -4.9% | +11.1% | +5.5% |
| 30D | -5.0% | -15.8% | +10.8% | -7.0% |
| 3M | -14.4% | -7.9% | -6.5% | -14.8% |
| 6M | +28.3% | -19.0% | +47.3% | +25.8% |
| YTD | +51.1% | -7.9% | +59.0% | +51.9% |
| 1Y | +100.4% | -25.4% | +125.8% | +97.6% |
| All | +279.1% | -35.1% | +314.2% | +278.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling