+26.2%
KLAC vs CPB
-18.4%
+44.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.0% | -0.9% |
| 7D | -5.7% | +13.0% | -18.6% | +1.0% |
| 30D | -27.6% | +20.5% | -48.1% | -19.2% |
| 3M | -23.3% | +2.2% | -25.5% | -21.0% |
| 6M | -12.4% | +15.4% | -27.7% | -2.4% |
| YTD | +23.7% | -12.3% | +36.1% | +24.8% |
| 1Y | +26.2% | -18.0% | +44.2% | +24.4% |
| All | +26.2% | -18.4% | +44.6% | +24.4% |
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