+288.8%
KLAC vs CMS
+35.3%
+253.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +2.0% |
| 7D | +10.6% | +1.2% | +9.4% | +11.1% |
| 30D | -4.5% | -3.2% | -1.3% | -5.7% |
| 3M | -10.3% | -2.2% | -8.0% | -11.2% |
| 6M | +40.9% | -9.4% | +50.3% | +37.0% |
| YTD | +56.1% | +0.7% | +55.4% | +56.5% |
| 1Y | +109.0% | +0.4% | +108.7% | +109.6% |
| 3Y | +288.8% | +35.2% | +253.7% | +308.5% |
| All | +288.8% | +35.3% | +253.5% | +308.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling