+281.0%
KLAC vs CP
+27.1%
+253.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.3% | +8.1% |
| 7D | -1.1% | +2.8% | -3.9% | -2.8% |
| 30D | -22.6% | +11.3% | -33.9% | -28.0% |
| 3M | -23.5% | +2.9% | -26.4% | -25.3% |
| 6M | -18.8% | +9.8% | -28.6% | -24.5% |
| YTD | +25.0% | +28.5% | -3.5% | +4.5% |
| 1Y | +27.5% | +33.5% | -6.0% | +3.8% |
| 3Y | +206.1% | +31.9% | +174.2% | +145.6% |
| 5Y | +281.0% | +25.5% | +255.5% | +207.0% |
| All | +281.0% | +27.1% | +253.9% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling