+430.6%
KLAC vs CLX
-37.2%
+467.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | +2.5% | -5.9% | +8.3% | +2.4% |
| 30D | -11.5% | -17.0% | +5.5% | -11.7% |
| 3M | -16.9% | -9.6% | -7.4% | -16.9% |
| 6M | +22.2% | -21.5% | +43.8% | +22.5% |
| YTD | +46.4% | -8.8% | +55.2% | +46.7% |
| 1Y | +91.0% | -24.7% | +115.7% | +92.6% |
| 3Y | +264.6% | -35.6% | +300.2% | +269.2% |
| 5Y | +430.6% | -37.6% | +468.2% | +407.9% |
| All | +430.6% | -37.2% | +467.8% | +407.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling