+489.1%
KLAC vs CPB
-38.5%
+527.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +2.3% |
| 7D | +10.6% | -8.2% | +18.8% | +8.4% |
| 30D | -4.5% | -5.6% | +1.1% | -5.6% |
| 3M | -10.3% | +3.0% | -13.2% | -8.9% |
| 6M | +40.9% | -12.7% | +53.6% | +39.4% |
| YTD | +56.1% | -18.0% | +74.1% | +53.6% |
| 1Y | +109.0% | -31.7% | +140.8% | +101.0% |
| 3Y | +288.8% | -41.0% | +329.8% | +264.9% |
| 5Y | +489.1% | -38.4% | +527.5% | +482.0% |
| All | +489.1% | -38.5% | +527.7% | +482.0% |
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