+470.0%
KLAC vs CMS
+23.4%
+446.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | +5.7% | +0.4% | +5.4% | +5.8% |
| 30D | -3.6% | -3.6% | 0.0% | -4.0% |
| 3M | -12.8% | -1.9% | -10.9% | -13.3% |
| 6M | +26.1% | -11.0% | +37.0% | +25.1% |
| YTD | +53.3% | +0.2% | +53.1% | +52.7% |
| 1Y | +113.7% | -1.3% | +115.0% | +112.7% |
| 3Y | +274.9% | +35.9% | +238.9% | +262.8% |
| All | +470.0% | +23.4% | +446.6% | +461.4% |
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