+18,942.8%
KLAC vs CSGP
+3,294.4%
+15,648.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.7% | +11.4% | +8.1% |
| 7D | -12.3% | +1.3% | -13.6% | -12.9% |
| 30D | -29.6% | +10.7% | -40.3% | -33.1% |
| 3M | -28.2% | +3.3% | -31.5% | -31.0% |
| 6M | -23.6% | -10.3% | -13.2% | -25.2% |
| YTD | +14.4% | -54.6% | +69.0% | +37.0% |
| 1Y | +15.4% | -54.6% | +70.1% | +37.9% |
| 3Y | +184.3% | -60.3% | +244.6% | +249.2% |
| 5Y | +248.9% | -63.3% | +312.2% | +335.7% |
| 10Y | +2,076.9% | +66.5% | +2,010.5% | +1,637.8% |
| All | +18,942.8% | +3,294.4% | +15,648.4% | +6,726.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling