+433.3%
KLAC vs CMG
-4.8%
+438.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -2.1% | -0.6% | -1.9% |
| 30D | -13.2% | +10.9% | -24.1% | -16.9% |
| 3M | -25.0% | +15.8% | -40.9% | -31.2% |
| 6M | +23.6% | +6.9% | +16.7% | +16.6% |
| YTD | +49.2% | -2.2% | +51.4% | +46.2% |
| 1Y | +89.3% | -7.1% | +96.4% | +86.7% |
| 3Y | +274.4% | -7.1% | +281.5% | +243.5% |
| All | +433.3% | -4.8% | +438.1% | +362.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling