+26.2%
KLAC vs CRM
-11.3%
+37.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -3.4% |
| 7D | -5.7% | -6.2% | +0.5% | -7.5% |
| 30D | -27.6% | -1.2% | -26.4% | -27.7% |
| 3M | -23.3% | +19.1% | -42.4% | -17.4% |
| 6M | -12.4% | +23.0% | -35.3% | +0.2% |
| YTD | +23.7% | -13.7% | +37.4% | +38.9% |
| 1Y | +26.2% | -10.0% | +36.2% | +41.6% |
| All | +26.2% | -11.3% | +37.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 1y: compounded portfolio wealth divided by compounded CRM 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…
1y analysis · Full analysis span regression · 6 months rolling