+26.2%
KLAC vs CRH
-13.9%
+40.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.7% | -6.6% |
| 7D | -5.7% | +14.2% | -19.8% | -11.9% |
| 30D | -27.6% | +19.5% | -47.1% | -34.1% |
| 3M | -23.3% | +0.4% | -23.6% | -23.3% |
| 6M | -12.4% | -10.1% | -2.2% | -7.0% |
| YTD | +23.7% | -19.9% | +43.7% | +40.4% |
| 1Y | +26.2% | -14.8% | +41.0% | +37.4% |
| All | +26.2% | -13.9% | +40.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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