+157,276.9%
KLAC vs CP
+7,669.4%
+149,607.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | -2.7% | +8.4% | +7.2% |
| 30D | -3.6% | +0.2% | -3.8% | -3.7% |
| 3M | -12.8% | +2.6% | -15.4% | -14.3% |
| 6M | +26.1% | +6.0% | +20.1% | +22.0% |
| YTD | +53.3% | +24.9% | +28.4% | +36.4% |
| 1Y | +113.7% | +20.1% | +93.6% | +93.5% |
| 3Y | +274.9% | +16.4% | +258.5% | +242.5% |
| 5Y | +470.1% | +31.7% | +438.4% | +388.3% |
| 10Y | +2,997.0% | +223.9% | +2,773.2% | +1,647.4% |
| All | +157,276.9% | +7,669.4% | +149,607.5% | +17,075.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling