+7,155.5%
KLAC vs CRM
+6,620.2%
+535.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.3% |
| 7D | -2.7% | -4.4% | +1.8% | -1.1% |
| 30D | -13.2% | +28.1% | -41.3% | -21.8% |
| 3M | -25.0% | +48.8% | -73.8% | -37.4% |
| 6M | +23.6% | +28.3% | -4.7% | +6.6% |
| YTD | +49.2% | -6.0% | +55.2% | +43.6% |
| 1Y | +89.3% | +1.4% | +87.9% | +75.9% |
| 3Y | +274.4% | +11.8% | +262.5% | +227.5% |
| 5Y | +440.9% | -2.0% | +443.0% | +388.6% |
| 10Y | +2,947.7% | +239.6% | +2,708.0% | +1,670.8% |
| All | +7,155.5% | +6,620.2% | +535.3% | +1,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling