+113.7%
KLAC vs CNI
+29.8%
+83.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.2% |
| 7D | +5.7% | -2.1% | +7.8% | +6.7% |
| 30D | -3.6% | -3.3% | -0.4% | -2.2% |
| 3M | -12.8% | +3.8% | -16.6% | -14.8% |
| 6M | +26.1% | +12.7% | +13.4% | +16.8% |
| YTD | +53.3% | +26.3% | +27.0% | +33.9% |
| 1Y | +113.7% | +29.9% | +83.8% | +87.2% |
| All | +113.7% | +29.8% | +83.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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