+2,838.9%
KLAC vs CNP
+137.1%
+2,701.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.4% |
| 7D | +2.5% | -2.2% | +4.6% | +3.4% |
| 30D | -11.5% | -2.1% | -9.5% | -10.8% |
| 3M | -16.9% | -7.9% | -9.0% | -14.3% |
| 6M | +22.2% | -8.3% | +30.6% | +25.6% |
| YTD | +46.4% | +3.8% | +42.6% | +41.8% |
| 1Y | +91.0% | +5.9% | +85.1% | +82.8% |
| 3Y | +264.6% | +49.3% | +215.3% | +188.3% |
| 5Y | +430.6% | +69.3% | +361.3% | +288.0% |
| All | +2,838.9% | +137.1% | +2,701.9% | +1,526.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling