+113.7%
KLAC vs CPB
-32.6%
+146.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.4% | +10.7% | +5.7% |
| 7D | +5.7% | -8.6% | +14.3% | +1.7% |
| 30D | -3.6% | -7.2% | +3.6% | -6.5% |
| 3M | -12.8% | +0.9% | -13.7% | -10.9% |
| 6M | +26.1% | -11.8% | +37.9% | +24.2% |
| YTD | +53.3% | -19.4% | +72.7% | +49.1% |
| 1Y | +113.7% | -30.4% | +144.1% | +109.8% |
| All | +113.7% | -32.6% | +146.3% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling