+4,770.3%
KLAC vs CNH
+64.7%
+4,705.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +5.6% |
| 7D | +5.7% | +23.3% | -17.6% | -3.8% |
| 30D | -3.6% | +33.5% | -37.1% | -15.7% |
| 3M | -12.8% | +32.7% | -45.5% | -23.4% |
| 6M | +26.1% | +22.2% | +3.9% | +14.2% |
| YTD | +53.3% | +57.7% | -4.4% | +23.8% |
| 1Y | +113.7% | +28.0% | +85.7% | +88.2% |
| 3Y | +274.9% | +11.5% | +263.4% | +239.1% |
| 5Y | +470.1% | +11.9% | +458.3% | +406.9% |
| 10Y | +2,997.0% | +162.8% | +2,834.2% | +1,847.8% |
| All | +4,770.3% | +64.7% | +4,705.6% | +3,099.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling