+160,143.0%
KLAC vs CRS
+9,808.6%
+150,334.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +3.0% |
| 7D | +10.6% | -3.1% | +13.7% | +11.7% |
| 30D | -4.5% | -19.6% | +15.1% | +2.8% |
| 3M | -10.3% | -8.1% | -2.2% | -7.1% |
| 6M | +40.9% | +18.6% | +22.3% | +33.6% |
| YTD | +56.1% | +45.9% | +10.2% | +37.3% |
| 1Y | +109.0% | +82.5% | +26.6% | +68.8% |
| 3Y | +288.8% | +648.9% | -360.1% | +88.8% |
| 5Y | +489.1% | +1,438.1% | -949.0% | +115.4% |
| 10Y | +3,041.8% | +1,327.0% | +1,714.8% | +909.7% |
| All | +160,143.0% | +9,808.6% | +150,334.3% | +19,403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling