+4,809.9%
KLAC vs CRL
+1,633.2%
+3,176.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.9% |
| 3M | -27.2% | +20.2% | -47.3% | -31.8% |
| 6M | -17.5% | +107.5% | -125.0% | -36.5% |
| YTD | +25.8% | +69.4% | -43.6% | +2.5% |
| 1Y | +31.8% | +99.7% | -67.9% | +1.3% |
| 3Y | +195.3% | +98.8% | +96.5% | +114.8% |
| 5Y | +285.9% | -12.4% | +298.4% | +263.6% |
| 10Y | +2,247.6% | +352.9% | +1,894.7% | +1,255.0% |
| All | +4,809.9% | +1,633.2% | +3,176.7% | +2,533.4% |
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