+298.8%
KLAC vs CRL
-11.4%
+310.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +21.2% | +8.9% | +12.3% | +17.6% |
| 30D | -14.5% | +14.0% | -28.5% | -18.3% |
| 3M | -24.4% | +19.8% | -44.2% | -29.3% |
| 6M | -12.9% | +102.0% | -115.0% | -33.4% |
| YTD | +29.9% | +70.8% | -40.9% | +4.5% |
| 1Y | +31.9% | +98.7% | -66.8% | -0.1% |
| 3Y | +201.5% | +98.2% | +103.4% | +111.7% |
| All | +298.8% | -11.4% | +310.1% | +325.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling