+89.3%
KLAC vs CPRT
-38.3%
+127.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +0.8% |
| 7D | -2.7% | -11.2% | +8.5% | -7.6% |
| 30D | -13.2% | +3.3% | -16.5% | -11.0% |
| 3M | -25.0% | -3.6% | -21.4% | -23.5% |
| 6M | +23.6% | -15.8% | +39.4% | +25.6% |
| YTD | +49.2% | -23.5% | +72.7% | +51.1% |
| 1Y | +89.3% | -38.8% | +128.1% | +69.1% |
| All | +89.3% | -38.3% | +127.7% | +69.1% |
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