+2,257.9%
KLAC vs CNH
+109.9%
+2,148.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.4% | +3.2% |
| 7D | -2.1% | +4.5% | -6.6% | -3.9% |
| 30D | -21.8% | +7.6% | -29.4% | -24.7% |
| 3M | -20.5% | +17.0% | -37.5% | -27.9% |
| 6M | -18.0% | +12.9% | -30.9% | -24.3% |
| YTD | +26.4% | +34.3% | -7.9% | +6.1% |
| 1Y | +26.3% | +28.5% | -2.2% | +7.9% |
| 3Y | +193.3% | +31.9% | +161.4% | +138.0% |
| 5Y | +297.2% | -9.6% | +306.8% | +278.9% |
| All | +2,257.9% | +109.9% | +2,148.0% | +1,432.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling