+19,912.4%
KLAC vs CNI
+6,494.7%
+13,417.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | +6.2% | +0.9% | +5.3% | +5.6% |
| 30D | -5.0% | -2.1% | -2.9% | -3.7% |
| 3M | -14.4% | +1.8% | -16.2% | -15.9% |
| 6M | +28.3% | +14.8% | +13.5% | +16.3% |
| YTD | +51.1% | +25.4% | +25.7% | +29.9% |
| 1Y | +100.4% | +32.9% | +67.5% | +65.4% |
| 3Y | +276.3% | +20.2% | +256.2% | +227.8% |
| 5Y | +452.1% | +12.2% | +439.9% | +404.8% |
| 10Y | +2,986.0% | +136.0% | +2,850.0% | +1,686.5% |
| All | +19,912.4% | +6,494.7% | +13,417.7% | +1,247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling