+2,288.0%
KLAC vs CP
+255.2%
+2,032.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -2.1% | +2.8% | -4.9% | -4.0% |
| 30D | -21.8% | +11.0% | -32.8% | -27.8% |
| 3M | -20.5% | +3.8% | -24.4% | -23.2% |
| 6M | -18.0% | +9.5% | -27.4% | -24.2% |
| YTD | +26.4% | +28.2% | -1.8% | +4.0% |
| 1Y | +26.3% | +33.0% | -6.7% | +1.1% |
| 3Y | +193.3% | +35.5% | +157.7% | +126.9% |
| 5Y | +297.2% | +25.8% | +271.4% | +218.1% |
| 10Y | +2,288.0% | +250.7% | +2,037.3% | +900.7% |
| All | +2,288.0% | +255.2% | +2,032.8% | +900.7% |
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