+2,288.0%
KLAC vs CMS
+134.3%
+2,153.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -21.8% | +7.4% | -29.2% | -23.5% |
| 3M | -20.5% | +1.9% | -22.4% | -21.1% |
| 6M | -18.0% | -2.3% | -15.6% | -18.2% |
| YTD | +26.4% | +3.0% | +23.4% | +23.4% |
| 1Y | +26.3% | -2.8% | +29.1% | +25.7% |
| 3Y | +193.3% | +37.9% | +155.4% | +146.7% |
| 5Y | +297.2% | +34.0% | +263.3% | +228.2% |
| 10Y | +2,288.0% | +138.1% | +2,149.9% | +1,535.0% |
| All | +2,288.0% | +134.3% | +2,153.7% | +1,535.0% |
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