+2,247.0%
KLAC vs CMS
+140.2%
+2,106.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.6% |
| 7D | +10.0% | +1.7% | +8.3% | +9.5% |
| 30D | -14.8% | +6.2% | -21.0% | -16.4% |
| 3M | -27.2% | +0.6% | -27.8% | -27.5% |
| 6M | -17.5% | -1.8% | -15.7% | -17.8% |
| YTD | +25.8% | +3.8% | +22.0% | +22.6% |
| 1Y | +31.8% | -1.8% | +33.6% | +30.8% |
| 3Y | +195.3% | +39.8% | +155.5% | +147.2% |
| 5Y | +285.9% | +37.1% | +248.8% | +215.5% |
| All | +2,247.0% | +140.2% | +2,106.7% | +1,508.3% |
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