+113.7%
KLAC vs CPRT
-31.2%
+144.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.5% |
| 7D | +5.7% | +2.2% | +3.5% | +6.8% |
| 30D | -3.6% | +16.6% | -20.3% | +4.2% |
| 3M | -12.8% | +9.6% | -22.4% | -6.2% |
| 6M | +26.1% | -11.1% | +37.2% | +34.4% |
| YTD | +53.3% | -13.9% | +67.2% | +63.2% |
| 1Y | +113.7% | -32.5% | +146.2% | +107.0% |
| All | +113.7% | -31.2% | +144.9% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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