+309.5%
KLAC vs CSGP
-63.2%
+372.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +7.5% | -7.1% | +14.6% | +9.0% |
| 30D | -15.3% | +3.6% | -18.9% | -17.2% |
| 3M | -19.6% | -2.7% | -16.9% | -20.7% |
| 6M | -12.5% | -8.0% | -4.5% | -13.9% |
| YTD | +33.0% | -55.0% | +88.0% | +73.4% |
| 1Y | +35.9% | -55.8% | +91.7% | +78.0% |
| 3Y | +208.6% | -62.0% | +270.6% | +317.2% |
| 5Y | +309.5% | -62.9% | +372.4% | +448.4% |
| All | +309.5% | -63.2% | +372.7% | +448.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling