+433.3%
KLAC vs CNI
+12.6%
+420.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.4% |
| 30D | -13.2% | -2.7% | -10.5% | -11.4% |
| 3M | -25.0% | +3.9% | -28.9% | -27.6% |
| 6M | +23.6% | +16.4% | +7.2% | +8.7% |
| YTD | +49.2% | +25.8% | +23.4% | +24.0% |
| 1Y | +89.3% | +32.4% | +56.9% | +50.6% |
| 3Y | +274.4% | +19.1% | +255.3% | +214.0% |
| All | +433.3% | +12.6% | +420.7% | +360.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling