+162,669.2%
KLAC vs CSCO
+216,363.7%
-53,694.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.1% |
| 7D | +21.2% | +6.6% | +14.6% | +16.6% |
| 30D | -14.5% | -11.3% | -3.2% | -7.4% |
| 3M | -24.4% | -17.3% | -7.0% | -15.1% |
| 6M | -12.9% | +3.5% | -16.5% | -14.9% |
| YTD | +29.9% | +34.9% | -4.9% | +7.0% |
| 1Y | +31.9% | +40.5% | -8.6% | +6.0% |
| 3Y | +201.5% | +109.3% | +92.3% | +89.2% |
| 5Y | +298.6% | +105.9% | +192.7% | +152.6% |
| 10Y | +2,324.4% | +335.8% | +1,988.5% | +882.2% |
| All | +162,669.2% | +216,363.7% | -53,694.5% | +6,380.7% |
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