+157,516.1%
KLAC vs CSCO
+202,846.5%
-45,330.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +3.1% | +0.7% |
| 7D | +10.0% | +1.9% | +8.1% | +8.8% |
| 30D | -14.8% | -15.8% | +1.0% | -4.8% |
| 3M | -27.2% | -15.4% | -11.8% | -19.2% |
| 6M | -17.5% | -5.4% | -12.1% | -14.8% |
| YTD | +25.8% | +26.5% | -0.6% | +7.7% |
| 1Y | +31.8% | +25.9% | +5.9% | +13.4% |
| 3Y | +195.3% | +97.5% | +97.8% | +91.8% |
| 5Y | +285.9% | +93.0% | +192.9% | +154.2% |
| 10Y | +2,247.6% | +308.6% | +1,939.0% | +888.8% |
| All | +157,516.1% | +202,846.5% | -45,330.4% | +6,423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling