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  • KLAC vs CPRT✓SelectedUSD · CPRTKLAC vs CPRT performance historyLatest closeAs of-3.21%09/09
Stock and ETF performance explorer

KLAC vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,986.0%
CPRT return
+410.9%
Excess return
+2,575.0%
Maximum drawdown
-43.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D-3.2%-1.7%-1.5%-2.1%
7D+6.2%-0.4%+6.6%+6.3%
30D-5.0%+8.2%-13.2%-10.7%
3M-14.4%+2.3%-16.7%-19.1%
6M+28.3%-14.7%+43.0%+36.4%
YTD+51.1%-18.2%+69.3%+63.9%
1Y+100.4%-33.4%+133.8%+151.0%
3Y+276.3%-28.3%+304.7%+335.6%
5Y+452.1%-9.8%+461.9%+432.6%
10Y+2,986.0%+412.4%+2,573.6%+1,173.0%
All+2,986.0%+410.9%+2,575.0%+1,173.0%

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 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