+274.4%
KLAC vs CNC
+1.2%
+273.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | -2.7% | -0.9% | -1.7% | -2.7% |
| 30D | -13.2% | -1.0% | -12.2% | -13.2% |
| 3M | -25.0% | +4.5% | -29.5% | -25.1% |
| 6M | +23.6% | +85.2% | -61.6% | +22.4% |
| YTD | +49.2% | +61.4% | -12.2% | +48.0% |
| 1Y | +89.3% | +94.9% | -5.6% | +87.3% |
| 3Y | +274.4% | 0.0% | +274.4% | +278.8% |
| All | +274.4% | +1.2% | +273.2% | +278.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling