+113.7%
KLAC vs CPNG
-45.9%
+159.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +7.5% |
| 7D | +5.7% | -7.4% | +13.2% | +7.0% |
| 30D | -3.6% | -4.4% | +0.8% | -3.0% |
| 3M | -12.8% | -7.5% | -5.3% | -13.5% |
| 6M | +26.1% | -19.9% | +46.0% | +26.4% |
| YTD | +53.3% | -35.2% | +88.5% | +62.1% |
| 1Y | +113.7% | -46.8% | +160.5% | +148.6% |
| All | +113.7% | -45.9% | +159.6% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling