+8,864.5%
KLAC vs CME
+7,469.3%
+1,395.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.4% |
| 7D | +5.7% | -1.6% | +7.3% | +6.3% |
| 30D | -3.6% | +6.2% | -9.9% | -5.8% |
| 3M | -12.8% | +10.4% | -23.2% | -16.8% |
| 6M | +26.1% | -9.5% | +35.6% | +28.1% |
| YTD | +53.3% | +6.0% | +47.3% | +46.8% |
| 1Y | +113.7% | +9.3% | +104.4% | +101.4% |
| 3Y | +274.9% | +57.7% | +217.2% | +200.6% |
| 5Y | +470.1% | +77.7% | +392.5% | +334.1% |
| 10Y | +2,997.0% | +281.2% | +2,715.8% | +1,654.5% |
| All | +8,864.5% | +7,469.3% | +1,395.2% | +1,554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling