+430.6%
KLAC vs CPNG
-51.9%
+482.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | +2.5% | -5.4% | +7.9% | +3.9% |
| 30D | -11.5% | -11.1% | -0.4% | -9.0% |
| 3M | -16.9% | -3.0% | -14.0% | -17.4% |
| 6M | +22.2% | -23.5% | +45.8% | +28.2% |
| YTD | +46.4% | -37.8% | +84.2% | +61.7% |
| 1Y | +91.0% | -54.3% | +145.3% | +129.4% |
| 3Y | +264.6% | -20.8% | +285.3% | +270.0% |
| 5Y | +430.6% | -51.1% | +481.7% | +436.0% |
| All | +430.6% | -51.9% | +482.5% | +436.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling