+452.1%
KLAC vs CSCO
+115.3%
+336.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | -14.4% | -8.7% | -5.7% | -8.4% |
| 6M | +28.3% | +44.9% | -16.6% | -2.8% |
| YTD | +51.1% | +44.1% | +7.0% | +13.2% |
| 1Y | +100.4% | +65.9% | +34.5% | +34.2% |
| 3Y | +276.3% | +109.0% | +167.3% | +111.7% |
| 5Y | +452.1% | +114.8% | +337.3% | +205.0% |
| All | +452.1% | +115.3% | +336.8% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling