+26.2%
KLAC vs CSGP
-53.2%
+79.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -2.5% |
| 7D | -5.7% | +18.3% | -24.0% | +1.2% |
| 30D | -27.6% | +17.8% | -45.4% | -21.7% |
| 3M | -23.3% | +9.3% | -32.5% | -18.8% |
| 6M | -12.4% | -7.9% | -4.4% | -7.5% |
| YTD | +23.7% | -51.5% | +75.3% | +34.2% |
| 1Y | +26.2% | -53.3% | +79.5% | +38.2% |
| All | +26.2% | -53.2% | +79.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling