+2,288.0%
KLAC vs CSGP
+61.5%
+2,226.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.1% |
| 7D | -2.1% | -3.2% | +1.1% | -1.0% |
| 30D | -21.8% | +2.2% | -24.0% | -24.3% |
| 3M | -20.5% | -3.7% | -16.9% | -22.3% |
| 6M | -18.0% | -7.4% | -10.5% | -21.1% |
| YTD | +26.4% | -54.9% | +81.3% | +69.8% |
| 1Y | +26.3% | -54.9% | +81.2% | +68.7% |
| 3Y | +193.3% | -61.9% | +255.2% | +311.4% |
| 5Y | +297.2% | -63.1% | +360.3% | +449.5% |
| 10Y | +2,288.0% | +65.1% | +2,222.8% | +1,397.0% |
| All | +2,288.0% | +61.5% | +2,226.5% | +1,397.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling