+113.7%
KLAC vs CP
+19.9%
+93.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | -2.7% | +8.4% | +6.9% |
| 30D | -3.6% | +0.2% | -3.8% | -3.7% |
| 3M | -12.8% | +2.6% | -15.4% | -14.1% |
| 6M | +26.1% | +6.0% | +20.1% | +21.3% |
| YTD | +53.3% | +24.9% | +28.4% | +39.4% |
| 1Y | +113.7% | +20.1% | +93.6% | +97.0% |
| All | +113.7% | +19.9% | +93.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling