+2,986.0%
KLAC vs CMS
+116.0%
+2,870.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +6.2% | +0.2% | +6.0% | +6.1% |
| 30D | -5.0% | -1.3% | -3.7% | -4.6% |
| 3M | -14.4% | -5.4% | -9.0% | -13.5% |
| 6M | +28.3% | -10.3% | +38.6% | +31.5% |
| YTD | +51.1% | -0.2% | +51.3% | +49.3% |
| 1Y | +100.4% | -0.9% | +101.2% | +97.9% |
| 3Y | +276.3% | +34.0% | +242.4% | +220.0% |
| 5Y | +452.1% | +23.6% | +428.5% | +374.7% |
| 10Y | +2,986.0% | +122.2% | +2,863.7% | +2,108.7% |
| All | +2,986.0% | +116.0% | +2,870.0% | +2,108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling