+452.1%
KLAC vs CME
+75.4%
+376.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.3% |
| 7D | +6.2% | -1.1% | +7.3% | +6.1% |
| 30D | -5.0% | +4.2% | -9.2% | -4.8% |
| 3M | -14.4% | +7.3% | -21.7% | -13.4% |
| 6M | +28.3% | -11.4% | +39.7% | +31.4% |
| YTD | +51.1% | +3.5% | +47.6% | +51.6% |
| 1Y | +100.4% | +8.6% | +91.8% | +99.0% |
| 3Y | +276.3% | +51.6% | +224.8% | +226.5% |
| 5Y | +452.1% | +75.3% | +376.8% | +339.6% |
| All | +452.1% | +75.4% | +376.7% | +339.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling