-25.0%
KLAC vs CNQ
+10.3%
-35.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +1.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.6% |
| 30D | -13.2% | +6.2% | -19.4% | -11.8% |
| 3M | -25.0% | +12.4% | -37.4% | -20.8% |
| All | -25.0% | +10.3% | -35.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 3mo: compounded portfolio wealth divided by compounded CNQ 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…
3mo analysis · Full analysis span regression · Available span rolling