+6,372.0%
KLAC vs CNQ
+5,432.5%
+939.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 3M | -25.0% | +12.4% | -37.4% | -27.9% |
| 6M | +23.6% | +9.0% | +14.6% | +18.8% |
| YTD | +49.2% | +52.2% | -3.0% | +29.7% |
| 1Y | +89.3% | +65.0% | +24.3% | +60.3% |
| 3Y | +274.4% | +78.8% | +195.5% | +206.6% |
| 5Y | +440.9% | +286.0% | +155.0% | +249.0% |
| 10Y | +2,947.7% | +420.7% | +2,527.0% | +1,507.4% |
| All | +6,372.0% | +5,432.5% | +939.5% | +1,930.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling