+5,882.7%
KLAC vs CRL
+1,379.5%
+4,503.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +7.9% |
| 7D | +5.7% | -1.0% | +6.8% | +6.0% |
| 30D | -3.6% | +10.7% | -14.3% | -7.0% |
| 3M | -12.8% | +55.3% | -68.1% | -25.5% |
| 6M | +26.1% | +60.7% | -34.6% | +5.2% |
| YTD | +53.3% | +44.6% | +8.7% | +32.0% |
| 1Y | +113.7% | +77.7% | +35.9% | +70.2% |
| 3Y | +274.9% | +37.6% | +237.3% | +209.0% |
| 5Y | +470.1% | -35.8% | +506.0% | +494.6% |
| 10Y | +2,997.0% | +241.7% | +2,755.3% | +1,842.7% |
| All | +5,882.7% | +1,379.5% | +4,503.2% | +3,291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling