+252.2%
KLAC vs CMS
+32.6%
+219.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.1% | +8.8% | +6.4% |
| 7D | -12.3% | -1.3% | -11.0% | -12.4% |
| 30D | -29.6% | +6.3% | -36.0% | -29.1% |
| 3M | -28.2% | -2.1% | -26.2% | -28.3% |
| 6M | -23.6% | -5.1% | -18.5% | -23.9% |
| YTD | +14.4% | +1.3% | +13.1% | +14.2% |
| 1Y | +15.4% | -1.4% | +16.8% | +15.2% |
| 3Y | +184.3% | +36.9% | +147.4% | +175.2% |
| All | +252.2% | +32.6% | +219.6% | +259.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling