+191,953.2%
KLAC vs CSCO
+230,725.8%
-38,772.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.0% |
| 7D | +5.7% | -0.7% | +6.4% | +6.2% |
| 30D | -3.6% | -10.1% | +6.5% | +2.6% |
| 3M | -12.8% | -15.7% | +2.9% | -2.6% |
| 6M | +26.1% | +36.3% | -10.2% | +3.7% |
| YTD | +53.3% | +43.8% | +9.5% | +21.2% |
| 1Y | +113.7% | +63.9% | +49.7% | +55.7% |
| 3Y | +274.9% | +104.4% | +170.5% | +138.4% |
| 5Y | +470.1% | +111.4% | +358.8% | +254.5% |
| 10Y | +2,997.0% | +361.7% | +2,635.3% | +1,108.9% |
| All | +191,953.2% | +230,725.8% | -38,772.6% | +7,240.8% |
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