+452.1%
KLAC vs CRL
-37.6%
+489.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.9% |
| 7D | +6.2% | -4.6% | +10.8% | +7.9% |
| 30D | -5.0% | +0.5% | -5.5% | -5.3% |
| 3M | -14.4% | +46.6% | -61.0% | -25.9% |
| 6M | +28.3% | +57.3% | -29.0% | +6.9% |
| YTD | +51.1% | +39.5% | +11.6% | +31.1% |
| 1Y | +100.4% | +76.9% | +23.5% | +57.9% |
| 3Y | +276.3% | +39.4% | +237.0% | +205.2% |
| 5Y | +452.1% | -37.2% | +489.2% | +487.7% |
| All | +452.1% | -37.6% | +489.7% | +487.7% |
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 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