+193.3%
KLAC vs CSGP
-61.1%
+254.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +0.9% |
| 7D | -2.1% | -3.2% | +1.1% | -2.2% |
| 30D | -21.8% | +2.2% | -24.0% | -21.8% |
| 3M | -20.5% | -3.7% | -16.9% | -20.5% |
| 6M | -18.0% | -7.4% | -10.5% | -17.3% |
| YTD | +26.4% | -54.9% | +81.3% | +53.2% |
| 1Y | +26.3% | -54.9% | +81.2% | +52.6% |
| 3Y | +193.3% | -61.9% | +255.2% | +264.0% |
| All | +193.3% | -61.1% | +254.4% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling