+2,838.9%
KLAC vs CSCO
+372.3%
+2,466.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -1.7% |
| 7D | +2.5% | -1.1% | +3.5% | +3.4% |
| 30D | -11.5% | -10.8% | -0.7% | -3.7% |
| 3M | -16.9% | -9.2% | -7.7% | -10.1% |
| 6M | +22.2% | +39.5% | -17.3% | -6.7% |
| YTD | +46.4% | +41.5% | +4.8% | +8.9% |
| 1Y | +91.0% | +61.0% | +30.0% | +27.8% |
| 3Y | +264.6% | +105.2% | +159.3% | +99.6% |
| 5Y | +430.6% | +113.4% | +317.1% | +177.7% |
| All | +2,838.9% | +372.3% | +2,466.6% | +773.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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