+157,276.9%
KLAC vs CMS
+457.8%
+156,819.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +5.7% | +0.4% | +5.4% | +5.6% |
| 30D | -3.6% | -3.6% | 0.0% | -2.6% |
| 3M | -12.8% | -1.9% | -10.9% | -12.8% |
| 6M | +26.1% | -11.0% | +37.0% | +29.3% |
| YTD | +53.3% | +0.2% | +53.1% | +52.0% |
| 1Y | +113.7% | -1.3% | +115.0% | +112.3% |
| 3Y | +274.9% | +35.9% | +238.9% | +233.1% |
| 5Y | +470.1% | +23.1% | +447.1% | +415.2% |
| 10Y | +2,997.0% | +117.9% | +2,879.1% | +2,270.3% |
| All | +157,276.9% | +457.8% | +156,819.1% | +71,302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling