+309.5%
KLAC vs CPB
-33.9%
+343.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +4.9% |
| 7D | +7.5% | -4.1% | +11.6% | +6.3% |
| 30D | -15.3% | +16.9% | -32.2% | -11.2% |
| 3M | -19.6% | -0.6% | -19.0% | -18.7% |
| 6M | -12.5% | +11.4% | -23.9% | -8.7% |
| YTD | +33.0% | -14.8% | +47.8% | +33.3% |
| 1Y | +35.9% | -24.8% | +60.7% | +33.9% |
| 3Y | +208.6% | -36.6% | +245.2% | +194.4% |
| 5Y | +309.5% | -33.3% | +342.8% | +330.5% |
| All | +309.5% | -33.9% | +343.4% | +330.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling