+2,380.9%
KLAC vs CPRT
+373.4%
+2,007.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.5% |
| 7D | +7.5% | -1.4% | +8.9% | +8.4% |
| 30D | -15.3% | +21.5% | -36.8% | -25.7% |
| 3M | -19.6% | +9.4% | -29.0% | -26.3% |
| 6M | -12.5% | -3.3% | -9.2% | -16.2% |
| YTD | +33.0% | -17.8% | +50.8% | +41.3% |
| 1Y | +35.9% | -22.2% | +58.1% | +50.0% |
| 3Y | +208.6% | -34.0% | +242.6% | +274.5% |
| 5Y | +309.5% | -15.4% | +324.9% | +306.3% |
| All | +2,380.9% | +373.4% | +2,007.4% | +951.2% |
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