+136,426.2%
KLAC vs CNP
+1,890.9%
+134,535.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.3% |
| 7D | +7.5% | -0.1% | +7.6% | +7.6% |
| 30D | -15.3% | +5.0% | -20.4% | -16.1% |
| 3M | -19.6% | +2.7% | -22.2% | -20.0% |
| 6M | -12.5% | -1.9% | -10.6% | -12.5% |
| YTD | +33.0% | +8.8% | +24.2% | +30.3% |
| 1Y | +35.9% | +5.6% | +30.3% | +33.8% |
| 3Y | +208.6% | +63.2% | +145.4% | +177.9% |
| 5Y | +309.5% | +73.8% | +235.7% | +264.0% |
| 10Y | +2,381.5% | +144.0% | +2,237.5% | +1,937.9% |
| All | +136,426.2% | +1,890.9% | +134,535.3% | +91,376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling