+279.1%
KLAC vs CSCO
+108.8%
+170.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.4% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -5.0% | -10.7% | +5.7% | +2.1% |
| 3M | -14.4% | -8.7% | -5.7% | -8.9% |
| 6M | +28.3% | +44.9% | -16.6% | -0.1% |
| YTD | +51.1% | +44.1% | +7.0% | +16.0% |
| 1Y | +100.4% | +65.9% | +34.5% | +38.0% |
| All | +279.1% | +108.8% | +170.2% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling