+7,971.1%
KLAC vs CPAY
+1,524.4%
+6,446.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +6.2% | -2.5% | +8.7% | +7.3% |
| 30D | -5.0% | +1.3% | -6.3% | -5.7% |
| 3M | -14.4% | +13.5% | -27.9% | -20.3% |
| 6M | +28.3% | +24.7% | +3.6% | +13.4% |
| YTD | +51.1% | +34.9% | +16.1% | +27.8% |
| 1Y | +100.4% | +29.7% | +70.7% | +71.2% |
| 3Y | +276.3% | +49.4% | +227.0% | +195.8% |
| 5Y | +452.1% | +53.5% | +398.6% | +321.9% |
| 10Y | +2,986.0% | +152.5% | +2,833.5% | +1,811.2% |
| All | +7,971.1% | +1,524.4% | +6,446.7% | +2,486.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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