+2,896.3%
KLAC vs CNH
+158.6%
+2,737.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -2.7% | -5.7% | +3.0% | -0.1% |
| 30D | -13.2% | +26.6% | -39.7% | -23.6% |
| 3M | -25.0% | +31.1% | -56.1% | -35.0% |
| 6M | +23.6% | +24.9% | -1.3% | +9.0% |
| YTD | +49.2% | +48.7% | +0.5% | +20.3% |
| 1Y | +89.3% | +22.2% | +67.1% | +67.3% |
| 3Y | +274.4% | +7.4% | +266.9% | +238.6% |
| 5Y | +440.9% | +10.8% | +430.1% | +370.8% |
| All | +2,896.3% | +158.6% | +2,737.7% | +1,717.6% |
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