+274.4%
KLAC vs CNQ
+73.2%
+201.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -13.2% | +6.2% | -19.4% | -14.5% |
| 3M | -25.0% | +12.4% | -37.4% | -27.2% |
| 6M | +23.6% | +9.0% | +14.6% | +19.6% |
| YTD | +49.2% | +52.2% | -3.0% | +26.5% |
| 1Y | +89.3% | +65.0% | +24.3% | +54.4% |
| 3Y | +274.4% | +78.8% | +195.5% | +205.3% |
| All | +274.4% | +73.2% | +201.1% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling