+154,996.0%
KLAC vs CMI
+19,556.0%
+135,440.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +6.2% | +0.7% | +5.5% | +5.9% |
| 30D | -5.0% | -12.3% | +7.3% | +0.9% |
| 3M | -14.4% | -16.8% | +2.4% | -6.1% |
| 6M | +28.3% | +1.5% | +26.8% | +29.4% |
| YTD | +51.1% | +9.8% | +41.3% | +47.2% |
| 1Y | +100.4% | +42.6% | +57.8% | +74.5% |
| 3Y | +276.3% | +151.0% | +125.4% | +157.0% |
| 5Y | +452.1% | +167.0% | +285.0% | +268.3% |
| 10Y | +2,986.0% | +512.2% | +2,473.8% | +1,371.2% |
| All | +154,996.0% | +19,556.0% | +135,440.1% | +19,030.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling