+195.3%
KLAC vs CP
+36.4%
+158.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +10.0% | +2.1% | +7.8% | +8.8% |
| 30D | -14.8% | +9.3% | -24.1% | -19.4% |
| 3M | -27.2% | +0.5% | -27.6% | -27.6% |
| 6M | -17.5% | +10.4% | -27.9% | -23.1% |
| YTD | +25.8% | +28.7% | -2.9% | +5.9% |
| 1Y | +31.8% | +33.2% | -1.4% | +8.5% |
| 3Y | +195.3% | +38.4% | +156.9% | +144.7% |
| All | +195.3% | +36.4% | +158.9% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling