+2,838.9%
KLAC vs CRL
+249.3%
+2,589.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.2% |
| 7D | +2.5% | -6.9% | +9.4% | +5.9% |
| 30D | -11.5% | -3.2% | -8.3% | -10.3% |
| 3M | -16.9% | +46.5% | -63.5% | -31.5% |
| 6M | +22.2% | +63.1% | -40.9% | -5.9% |
| YTD | +46.4% | +36.9% | +9.5% | +21.7% |
| 1Y | +91.0% | +78.1% | +12.9% | +37.9% |
| 3Y | +264.6% | +36.7% | +227.9% | +173.5% |
| 5Y | +430.6% | -38.1% | +468.7% | +519.5% |
| All | +2,838.9% | +249.3% | +2,589.6% | +1,190.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling