+6,310.5%
KLAC vs CMG
+3,903.3%
+2,407.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.4% |
| 7D | +6.2% | -6.5% | +12.6% | +8.5% |
| 30D | -5.0% | +12.1% | -17.1% | -8.8% |
| 3M | -14.4% | +20.6% | -35.0% | -20.9% |
| 6M | +28.3% | +2.1% | +26.2% | +24.5% |
| YTD | +51.1% | -2.6% | +53.7% | +48.6% |
| 1Y | +100.4% | -8.7% | +109.1% | +99.0% |
| 3Y | +276.3% | -7.4% | +283.7% | +266.1% |
| 5Y | +452.1% | -5.7% | +457.7% | +427.3% |
| 10Y | +2,986.0% | +322.3% | +2,663.6% | +1,699.5% |
| All | +6,310.5% | +3,903.3% | +2,407.2% | +1,515.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling