+157,276.9%
KLAC vs CPB
+325.7%
+156,951.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.4% | +10.7% | +7.9% |
| 7D | +5.7% | -8.6% | +14.3% | +7.2% |
| 30D | -3.6% | -7.2% | +3.6% | -2.6% |
| 3M | -12.8% | +0.9% | -13.7% | -13.7% |
| 6M | +26.1% | -11.8% | +37.9% | +27.4% |
| YTD | +53.3% | -19.4% | +72.7% | +56.9% |
| 1Y | +113.7% | -30.4% | +144.1% | +124.2% |
| 3Y | +274.9% | -40.2% | +315.0% | +296.3% |
| 5Y | +470.1% | -39.5% | +509.7% | +491.8% |
| 10Y | +2,997.0% | -47.4% | +3,044.4% | +3,127.7% |
| All | +157,276.9% | +325.7% | +156,951.2% | +91,176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling