+25,420.6%
KLAC vs CSGP
+3,334.4%
+22,086.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.4% | +9.8% | +8.1% |
| 7D | +5.7% | -4.1% | +9.8% | +7.0% |
| 30D | -3.6% | +2.3% | -5.9% | -5.0% |
| 3M | -12.8% | -8.2% | -4.6% | -12.9% |
| 6M | +26.1% | -35.1% | +61.1% | +39.1% |
| YTD | +53.3% | -54.0% | +107.3% | +87.0% |
| 1Y | +113.7% | -65.3% | +179.0% | +184.4% |
| 3Y | +274.9% | -62.6% | +337.4% | +379.4% |
| 5Y | +470.1% | -64.8% | +535.0% | +635.3% |
| 10Y | +2,997.0% | +45.1% | +2,951.9% | +2,522.7% |
| All | +25,420.6% | +3,334.4% | +22,086.1% | +9,215.3% |
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 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