+2,323.7%
KLAC vs CPRT
+370.9%
+1,952.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | +21.2% | -1.5% | +22.7% | +22.2% |
| 30D | -14.5% | +21.3% | -35.8% | -24.9% |
| 3M | -24.4% | +10.4% | -34.7% | -31.1% |
| 6M | -12.9% | -4.3% | -8.6% | -16.0% |
| YTD | +29.9% | -18.3% | +48.2% | +38.5% |
| 1Y | +31.9% | -22.5% | +54.4% | +45.9% |
| 3Y | +201.5% | -34.3% | +235.9% | +267.1% |
| 5Y | +298.6% | -17.8% | +316.3% | +303.3% |
| All | +2,323.7% | +370.9% | +1,952.8% | +930.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling