+2,896.3%
KLAC vs CNC
+99.9%
+2,796.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | -2.7% | -0.9% | -1.7% | -2.5% |
| 30D | -13.2% | -1.0% | -12.2% | -13.1% |
| 3M | -25.0% | +4.5% | -29.5% | -26.0% |
| 6M | +23.6% | +85.2% | -61.6% | +7.2% |
| YTD | +49.2% | +61.4% | -12.2% | +32.1% |
| 1Y | +89.3% | +94.9% | -5.6% | +59.2% |
| 3Y | +274.4% | 0.0% | +274.4% | +249.3% |
| 5Y | +440.9% | +11.2% | +429.7% | +372.9% |
| All | +2,896.3% | +99.9% | +2,796.4% | +2,269.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling