+543.9%
KLAC vs CPNG
-76.2%
+620.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.2% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | -13.2% | -7.4% | -5.8% | -11.8% |
| 3M | -25.0% | -12.3% | -12.7% | -23.4% |
| 6M | +23.6% | -19.4% | +43.0% | +27.6% |
| YTD | +49.2% | -35.9% | +85.1% | +62.4% |
| 1Y | +89.3% | -53.4% | +142.7% | +123.0% |
| 3Y | +274.4% | -20.0% | +294.4% | +279.6% |
| 5Y | +440.9% | -49.6% | +490.5% | +441.4% |
| All | +543.9% | -76.2% | +620.1% | +544.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling