+2,381.5%
KLAC vs CSGP
+65.4%
+2,316.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +7.5% | -7.1% | +14.6% | +10.4% |
| 30D | -15.3% | +3.6% | -18.9% | -18.5% |
| 3M | -19.6% | -2.7% | -16.9% | -21.7% |
| 6M | -12.5% | -8.0% | -4.5% | -15.6% |
| YTD | +33.0% | -55.0% | +88.0% | +78.8% |
| 1Y | +35.9% | -55.8% | +91.7% | +83.6% |
| 3Y | +208.6% | -62.0% | +270.6% | +333.3% |
| 5Y | +309.5% | -62.9% | +372.4% | +464.5% |
| 10Y | +2,381.5% | +62.6% | +2,318.9% | +1,470.8% |
| All | +2,381.5% | +65.4% | +2,316.1% | +1,470.8% |
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