+129.8%
KLAC vs CRCL
+31.3%
+98.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | -2.7% | -11.2% | +8.5% | -2.0% |
| 30D | -13.2% | +27.1% | -40.3% | -14.6% |
| 3M | -25.0% | +9.6% | -34.7% | -25.8% |
| 6M | +23.6% | -19.7% | +43.3% | +23.3% |
| YTD | +49.2% | +14.2% | +35.0% | +44.4% |
| 1Y | +89.3% | -32.2% | +121.6% | +85.2% |
| All | +129.8% | +31.3% | +98.5% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 3y: compounded portfolio wealth divided by compounded CRCL 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…
3y analysis · Full analysis span regression · 6 months rolling