+433.3%
KLAC vs CRM
-1.9%
+435.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.4% |
| 7D | -2.7% | -4.4% | +1.8% | -1.3% |
| 30D | -13.2% | +28.1% | -41.3% | -20.9% |
| 3M | -25.0% | +48.8% | -73.8% | -36.4% |
| 6M | +23.6% | +28.3% | -4.7% | +8.6% |
| YTD | +49.2% | -6.0% | +55.2% | +51.2% |
| 1Y | +89.3% | +1.4% | +87.9% | +82.8% |
| 3Y | +274.4% | +11.8% | +262.5% | +224.1% |
| All | +433.3% | -1.9% | +435.2% | +359.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling