+26.2%
KLAC vs CRL
+85.3%
-59.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.2% | -2.3% |
| 7D | -5.7% | -12.8% | +7.1% | -2.5% |
| 30D | -27.6% | +5.0% | -32.6% | -28.1% |
| 3M | -23.3% | +39.4% | -62.6% | -28.8% |
| 6M | -12.4% | +89.4% | -101.7% | -24.3% |
| YTD | +23.7% | +63.6% | -39.8% | +11.7% |
| 1Y | +26.2% | +83.5% | -57.3% | +13.9% |
| All | +26.2% | +85.3% | -59.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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