+267.2%
KLAC vs CMG
-7.5%
+274.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +2.5% | -3.8% | +6.3% | +3.4% |
| 30D | -11.5% | +12.9% | -24.4% | -14.3% |
| 3M | -16.9% | +18.8% | -35.7% | -22.1% |
| 6M | +22.2% | +4.1% | +18.2% | +19.1% |
| YTD | +46.4% | -2.4% | +48.7% | +45.3% |
| 1Y | +91.0% | -6.7% | +97.7% | +90.6% |
| All | +267.2% | -7.5% | +274.7% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling