+157,276.9%
KLAC vs CSX
+10,217.9%
+147,059.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.5% | +6.9% |
| 7D | +5.7% | -3.4% | +9.1% | +7.5% |
| 30D | -3.6% | -3.1% | -0.5% | -2.2% |
| 3M | -12.8% | +7.2% | -20.0% | -15.6% |
| 6M | +26.1% | +16.2% | +9.9% | +17.5% |
| YTD | +53.3% | +37.5% | +15.8% | +32.2% |
| 1Y | +113.7% | +53.2% | +60.4% | +74.9% |
| 3Y | +274.9% | +68.2% | +206.6% | +191.1% |
| 5Y | +470.1% | +65.2% | +404.9% | +347.7% |
| 10Y | +2,997.0% | +504.1% | +2,492.9% | +1,279.1% |
| All | +157,276.9% | +10,217.9% | +147,059.0% | +24,543.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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