+27,210.7%
KLAC vs CPRT
+22,868.9%
+4,341.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -2.1% | +4.0% | -6.0% | -3.2% |
| 30D | -21.8% | +18.2% | -40.0% | -25.8% |
| 3M | -20.5% | +9.2% | -29.7% | -23.5% |
| 6M | -18.0% | -4.8% | -13.1% | -19.1% |
| YTD | +26.4% | -17.5% | +43.9% | +29.5% |
| 1Y | +26.3% | -22.0% | +48.3% | +31.5% |
| 3Y | +193.3% | -33.7% | +227.0% | +220.0% |
| 5Y | +297.2% | -15.0% | +312.2% | +307.2% |
| 10Y | +2,288.0% | +385.2% | +1,902.8% | +1,532.1% |
| All | +27,210.7% | +22,868.9% | +4,341.8% | +9,163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling