+196.6%
KLAC vs CSCO
+101.8%
+94.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -2.1% | -4.7% | +2.6% | +1.7% |
| 30D | -21.8% | -17.1% | -4.7% | -10.9% |
| 3M | -20.5% | -19.6% | -0.9% | -8.4% |
| 6M | -18.0% | +2.4% | -20.4% | -18.7% |
| YTD | +26.4% | +29.8% | -3.4% | +4.6% |
| 1Y | +26.3% | +38.7% | -12.4% | -0.5% |
| All | +196.6% | +101.8% | +94.8% | +86.4% |
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