+31.9%
KLAC vs CPRT
-22.3%
+54.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.6% |
| 7D | +21.2% | -1.5% | +22.7% | +20.3% |
| 30D | -14.5% | +21.3% | -35.8% | -5.7% |
| 3M | -24.4% | +10.4% | -34.7% | -19.0% |
| 6M | -12.9% | -4.3% | -8.6% | -7.4% |
| YTD | +29.9% | -18.3% | +48.2% | +38.6% |
| 1Y | +31.9% | -22.5% | +54.4% | +38.2% |
| All | +31.9% | -22.3% | +54.2% | +38.2% |
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 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