+136,426.2%
KLAC vs CPB
+349.9%
+136,076.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +5.4% |
| 7D | +7.5% | -4.1% | +11.6% | +8.1% |
| 30D | -15.3% | +16.9% | -32.2% | -17.8% |
| 3M | -19.6% | -0.6% | -19.0% | -20.0% |
| 6M | -12.5% | +11.4% | -23.9% | -15.3% |
| YTD | +33.0% | -14.8% | +47.8% | +34.3% |
| 1Y | +35.9% | -24.8% | +60.7% | +40.3% |
| 3Y | +208.6% | -36.6% | +245.2% | +222.4% |
| 5Y | +309.5% | -33.3% | +342.8% | +315.5% |
| 10Y | +2,381.5% | -40.4% | +2,421.9% | +2,410.0% |
| All | +136,426.2% | +349.9% | +136,076.3% | +78,000.8% |
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