+2,896.3%
KLAC vs CPB
-45.3%
+2,941.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -2.7% | -1.8% | -0.9% | -2.7% |
| 30D | -13.2% | -7.1% | -6.1% | -13.1% |
| 3M | -25.0% | -6.0% | -19.0% | -25.0% |
| 6M | +23.6% | -5.3% | +28.9% | +23.6% |
| YTD | +49.2% | -20.8% | +70.1% | +50.6% |
| 1Y | +89.3% | -33.8% | +123.2% | +93.6% |
| 3Y | +274.4% | -43.7% | +318.1% | +282.7% |
| 5Y | +440.9% | -40.7% | +481.7% | +439.1% |
| All | +2,896.3% | -45.3% | +2,941.6% | +2,945.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling