+113.7%
KLAC vs CNC
+129.2%
-15.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.8% | +7.3% |
| 7D | +5.7% | +3.5% | +2.2% | +5.6% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | -12.8% | +6.9% | -19.7% | -13.0% |
| 6M | +26.1% | +49.0% | -23.0% | +24.3% |
| YTD | +53.3% | +62.9% | -9.6% | +49.5% |
| 1Y | +113.7% | +134.0% | -20.3% | +104.7% |
| All | +113.7% | +129.2% | -15.5% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling