+91.0%
KLAC vs CNH
+20.2%
+70.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | -1.9% |
| 7D | +2.5% | -2.5% | +4.9% | +3.4% |
| 30D | -11.5% | +27.0% | -38.5% | -21.3% |
| 3M | -16.9% | +32.6% | -49.6% | -27.0% |
| 6M | +22.2% | +23.6% | -1.3% | +10.1% |
| YTD | +46.4% | +47.8% | -1.5% | +23.1% |
| 1Y | +91.0% | +21.3% | +69.7% | +76.0% |
| All | +91.0% | +20.2% | +70.8% | +76.0% |
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