+470.0%
KLAC vs CSGP
-64.7%
+534.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.4% | +9.8% | +7.9% |
| 7D | +5.7% | -4.1% | +9.8% | +6.8% |
| 30D | -3.6% | +2.3% | -5.9% | -4.8% |
| 3M | -12.8% | -8.2% | -4.6% | -12.2% |
| 6M | +26.1% | -35.1% | +61.1% | +43.9% |
| YTD | +53.3% | -54.0% | +107.3% | +100.9% |
| 1Y | +113.7% | -65.3% | +179.0% | +219.1% |
| 3Y | +274.9% | -62.6% | +337.4% | +419.0% |
| All | +470.0% | -64.7% | +534.7% | +590.1% |
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