+2,986.0%
KLAC vs CP
+224.3%
+2,761.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.4% |
| 7D | +6.2% | +0.6% | +5.6% | +5.8% |
| 30D | -5.0% | -0.5% | -4.5% | -4.7% |
| 3M | -14.4% | +0.1% | -14.5% | -15.0% |
| 6M | +28.3% | +7.8% | +20.5% | +20.5% |
| YTD | +51.1% | +22.9% | +28.2% | +29.2% |
| 1Y | +100.4% | +21.3% | +79.1% | +72.2% |
| 3Y | +276.3% | +20.4% | +256.0% | +218.8% |
| 5Y | +452.1% | +34.9% | +417.1% | +322.2% |
| 10Y | +2,986.0% | +233.3% | +2,752.6% | +1,230.8% |
| All | +2,986.0% | +224.3% | +2,761.6% | +1,230.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling