+26.2%
KLAC vs CMG
+12.0%
+14.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.9% | -4.2% |
| 7D | -5.7% | +22.5% | -28.2% | -6.2% |
| 30D | -27.6% | +14.1% | -41.7% | -28.0% |
| 3M | -23.3% | +4.1% | -27.4% | -23.9% |
| 6M | -12.4% | +10.1% | -22.4% | -14.0% |
| YTD | +23.7% | -4.9% | +28.6% | +25.2% |
| 1Y | +26.2% | +10.9% | +15.3% | +24.8% |
| All | +26.2% | +12.0% | +14.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling