+274.4%
KLAC vs CRM
+11.5%
+262.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.8% |
| 7D | -2.7% | -4.4% | +1.8% | -2.2% |
| 30D | -13.2% | +28.1% | -41.3% | -15.8% |
| 3M | -25.0% | +48.8% | -73.8% | -29.3% |
| 6M | +23.6% | +28.3% | -4.7% | +19.4% |
| YTD | +49.2% | -6.0% | +55.2% | +61.5% |
| 1Y | +89.3% | +1.4% | +87.9% | +97.0% |
| 3Y | +274.4% | +11.8% | +262.5% | +264.5% |
| All | +274.4% | +11.5% | +262.9% | +264.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling