+26.2%
KLAC vs CNH
+15.2%
+10.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -5.7% | +6.5% | -12.1% | -7.8% |
| 30D | -27.6% | -12.0% | -15.6% | -24.3% |
| 3M | -23.3% | +4.4% | -27.6% | -26.2% |
| 6M | -12.4% | +15.7% | -28.0% | -19.1% |
| YTD | +23.7% | +28.2% | -4.5% | +11.8% |
| 1Y | +26.2% | +14.8% | +11.4% | +16.7% |
| All | +26.2% | +15.2% | +10.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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