+288.8%
KLAC vs CME
+52.8%
+236.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.2% |
| 7D | +10.6% | -2.9% | +13.5% | +8.9% |
| 30D | -4.5% | +5.5% | -10.0% | -1.6% |
| 3M | -10.3% | +11.0% | -21.2% | -3.0% |
| 6M | +40.9% | -9.7% | +50.6% | +40.9% |
| YTD | +56.1% | +4.9% | +51.2% | +65.4% |
| 1Y | +109.0% | +10.1% | +98.9% | +126.1% |
| 3Y | +288.8% | +53.5% | +235.3% | +347.9% |
| All | +288.8% | +52.8% | +236.0% | +347.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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