+33,032.0%
KLAC vs CPRT
+23,878.7%
+9,153.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.2% |
| 7D | +5.7% | +2.2% | +3.5% | +5.0% |
| 30D | -3.6% | +16.6% | -20.3% | -8.2% |
| 3M | -12.8% | +9.6% | -22.4% | -16.6% |
| 6M | +26.1% | -11.1% | +37.2% | +27.8% |
| YTD | +53.3% | -13.9% | +67.2% | +56.5% |
| 1Y | +113.7% | -32.5% | +146.2% | +133.9% |
| 3Y | +274.9% | -25.0% | +299.9% | +298.5% |
| 5Y | +470.1% | -7.4% | +477.5% | +475.7% |
| 10Y | +2,997.0% | +422.0% | +2,575.0% | +1,994.5% |
| All | +33,032.0% | +23,878.7% | +9,153.3% | +11,097.7% |
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