+552.0%
KLAC vs CPNG
-76.8%
+628.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +6.2% | -7.6% | +13.8% | +8.1% |
| 30D | -5.0% | -8.8% | +3.8% | -3.1% |
| 3M | -14.4% | -7.2% | -7.2% | -13.9% |
| 6M | +28.3% | -21.5% | +49.8% | +33.3% |
| YTD | +51.1% | -37.4% | +88.5% | +65.4% |
| 1Y | +100.4% | -54.3% | +154.7% | +137.2% |
| 3Y | +276.3% | -20.3% | +296.6% | +282.0% |
| 5Y | +452.1% | -51.2% | +503.3% | +456.0% |
| All | +552.0% | -76.8% | +628.8% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling