+2,970.8%
KLAC vs CSGP
+44.3%
+2,926.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.4% | +9.8% | +8.3% |
| 7D | +5.7% | -4.1% | +9.8% | +7.4% |
| 30D | -3.6% | +2.3% | -5.9% | -5.5% |
| 3M | -12.8% | -8.2% | -4.6% | -12.8% |
| 6M | +26.1% | -35.1% | +61.1% | +47.2% |
| YTD | +53.3% | -54.0% | +107.3% | +110.0% |
| 1Y | +113.7% | -65.3% | +179.0% | +238.8% |
| 3Y | +274.9% | -62.6% | +337.4% | +446.7% |
| 5Y | +470.1% | -64.8% | +535.0% | +730.5% |
| All | +2,970.8% | +44.3% | +2,926.5% | +2,080.3% |
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