+2,896.3%
KLAC vs CRS
+1,392.1%
+1,504.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | -2.7% | -6.8% | +4.1% | -0.2% |
| 30D | -13.2% | -16.1% | +3.0% | -7.5% |
| 3M | -25.0% | -21.2% | -3.8% | -17.9% |
| 6M | +23.6% | +8.7% | +14.9% | +20.8% |
| YTD | +49.2% | +41.0% | +8.2% | +32.6% |
| 1Y | +89.3% | +82.7% | +6.7% | +52.3% |
| 3Y | +274.4% | +604.8% | -330.4% | +83.5% |
| 5Y | +440.9% | +1,384.7% | -943.7% | +96.3% |
| All | +2,896.3% | +1,392.1% | +1,504.3% | +867.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling