+133,280.3%
KLAC vs CPB
+345.1%
+132,935.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +21.2% | -5.8% | +27.0% | +22.3% |
| 30D | -14.5% | +16.5% | -31.0% | -17.0% |
| 3M | -24.4% | -1.1% | -23.3% | -24.7% |
| 6M | -12.9% | +11.5% | -24.4% | -15.8% |
| YTD | +29.9% | -15.7% | +45.7% | +31.4% |
| 1Y | +31.9% | -24.7% | +56.6% | +36.1% |
| 3Y | +201.5% | -37.3% | +238.8% | +215.5% |
| 5Y | +298.6% | -35.0% | +333.6% | +306.5% |
| 10Y | +2,324.4% | -41.0% | +2,365.4% | +2,356.4% |
| All | +133,280.3% | +345.1% | +132,935.3% | +76,332.2% |
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