+26.1%
KLAC vs CMS
-10.9%
+37.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.2% |
| 7D | +5.7% | +0.4% | +5.4% | +6.0% |
| 30D | -3.6% | -3.6% | 0.0% | -6.6% |
| 3M | -12.8% | -1.9% | -10.9% | -16.9% |
| 6M | +26.1% | -11.0% | +37.0% | +20.7% |
| All | +26.1% | -10.9% | +37.0% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling