+433.3%
KLAC vs CNQ
+278.6%
+154.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.8% |
| 3M | -25.0% | +12.4% | -37.4% | -28.0% |
| 6M | +23.6% | +9.0% | +14.6% | +18.5% |
| YTD | +49.2% | +52.2% | -3.0% | +25.8% |
| 1Y | +89.3% | +65.0% | +24.3% | +54.1% |
| 3Y | +274.4% | +78.8% | +195.5% | +191.1% |
| All | +433.3% | +278.6% | +154.7% | +209.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling