+6,605.7%
KLAC vs CNC
+5,287.0%
+1,318.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +6.2% | -4.9% | +11.1% | +7.2% |
| 30D | -5.0% | -3.8% | -1.2% | -4.4% |
| 3M | -14.4% | -3.2% | -11.2% | -14.2% |
| 6M | +28.3% | +47.9% | -19.6% | +17.0% |
| YTD | +51.1% | +55.7% | -4.6% | +35.9% |
| 1Y | +100.4% | +106.2% | -5.9% | +68.9% |
| 3Y | +276.3% | -2.1% | +278.4% | +251.4% |
| 5Y | +452.1% | +3.4% | +448.7% | +401.9% |
| 10Y | +2,986.0% | +91.7% | +2,894.3% | +2,309.9% |
| All | +6,605.7% | +5,287.0% | +1,318.8% | +2,869.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling