+26.2%
KLAC vs CP
+35.2%
-9.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -5.1% |
| 7D | -5.7% | +5.6% | -11.2% | -7.2% |
| 30D | -27.6% | +10.0% | -37.6% | -30.1% |
| 3M | -23.3% | +4.4% | -27.7% | -24.2% |
| 6M | -12.4% | +14.1% | -26.4% | -18.0% |
| YTD | +23.7% | +29.1% | -5.3% | +9.8% |
| 1Y | +26.2% | +34.6% | -8.4% | +9.8% |
| All | +26.2% | +35.2% | -9.0% | +9.8% |
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