+153,071.2%
KLAC vs CRH
+6,046.1%
+147,025.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +1.6% |
| 7D | -2.7% | -6.1% | +3.4% | -0.8% |
| 30D | -13.2% | -9.3% | -3.9% | -10.5% |
| 3M | -25.0% | -15.2% | -9.8% | -21.4% |
| 6M | +23.6% | -14.2% | +37.8% | +29.1% |
| YTD | +49.2% | -28.3% | +77.5% | +64.7% |
| 1Y | +89.3% | -21.8% | +111.1% | +103.6% |
| 3Y | +274.4% | +71.6% | +202.7% | +220.2% |
| 5Y | +440.9% | +96.6% | +344.3% | +346.1% |
| 10Y | +2,947.7% | +253.8% | +2,693.8% | +2,045.2% |
| All | +153,071.2% | +6,046.1% | +147,025.1% | +80,406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling