+195.3%
KLAC vs CRL
+97.9%
+97.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.9% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -14.8% | +11.9% | -26.7% | -17.4% |
| 3M | -27.2% | +20.2% | -47.3% | -31.1% |
| 6M | -17.5% | +107.5% | -125.0% | -34.2% |
| YTD | +25.8% | +69.4% | -43.6% | +5.8% |
| 1Y | +31.8% | +99.7% | -67.9% | +5.1% |
| 3Y | +195.3% | +98.8% | +96.5% | +125.7% |
| All | +195.3% | +97.9% | +97.4% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling