+430.6%
KLAC vs CRS
+1,358.7%
-928.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.2% |
| 7D | +2.5% | -4.1% | +6.6% | +4.2% |
| 30D | -11.5% | -16.6% | +5.1% | -5.0% |
| 3M | -16.9% | -14.3% | -2.7% | -11.0% |
| 6M | +22.2% | +11.6% | +10.6% | +18.5% |
| YTD | +46.4% | +42.6% | +3.8% | +29.4% |
| 1Y | +91.0% | +81.8% | +9.2% | +53.1% |
| 3Y | +264.6% | +632.1% | -367.5% | +74.4% |
| 5Y | +430.6% | +1,401.6% | -971.1% | +87.3% |
| All | +430.6% | +1,358.7% | -928.2% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling