+274.4%
KLAC vs CMI
+150.2%
+124.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.1% |
| 30D | -13.2% | -12.4% | -0.8% | -3.1% |
| 3M | -25.0% | -14.8% | -10.2% | -13.2% |
| 6M | +23.6% | +0.8% | +22.8% | +26.7% |
| YTD | +49.2% | +10.2% | +39.0% | +42.3% |
| 1Y | +89.3% | +37.4% | +51.9% | +54.5% |
| 3Y | +274.4% | +153.3% | +121.1% | +119.2% |
| All | +274.4% | +150.2% | +124.2% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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