+288.8%
KLAC vs CPB
-40.5%
+329.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +2.4% |
| 7D | +10.6% | -8.2% | +18.8% | +7.7% |
| 30D | -4.5% | -5.6% | +1.1% | -6.0% |
| 3M | -10.3% | +3.0% | -13.2% | -8.4% |
| 6M | +40.9% | -12.7% | +53.6% | +38.6% |
| YTD | +56.1% | -18.0% | +74.1% | +52.3% |
| 1Y | +109.0% | -31.7% | +140.8% | +97.2% |
| 3Y | +288.8% | -41.0% | +329.8% | +259.4% |
| All | +288.8% | -40.5% | +329.3% | +259.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling