+433.3%
KLAC vs CNC
+10.7%
+422.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | -2.7% | -0.9% | -1.7% | -2.6% |
| 30D | -13.2% | -1.0% | -12.2% | -13.1% |
| 3M | -25.0% | +4.5% | -29.5% | -25.3% |
| 6M | +23.6% | +85.2% | -61.6% | +17.7% |
| YTD | +49.2% | +61.4% | -12.2% | +43.2% |
| 1Y | +89.3% | +94.9% | -5.6% | +78.4% |
| 3Y | +274.4% | 0.0% | +274.4% | +271.0% |
| All | +433.3% | +10.7% | +422.6% | +440.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling