+489.1%
KLAC vs CPRT
-9.0%
+498.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +3.6% |
| 7D | +10.6% | +0.4% | +10.2% | +10.2% |
| 30D | -4.5% | +9.9% | -14.4% | -10.2% |
| 3M | -10.3% | +5.6% | -15.9% | -15.9% |
| 6M | +40.9% | -13.6% | +54.5% | +51.0% |
| YTD | +56.1% | -16.7% | +72.8% | +70.3% |
| 1Y | +109.0% | -33.1% | +142.2% | +169.9% |
| 3Y | +288.8% | -27.1% | +315.9% | +343.1% |
| 5Y | +489.1% | -9.9% | +499.0% | +427.5% |
| All | +489.1% | -9.0% | +498.2% | +427.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling