+113.7%
KLAC vs CTAS
-1.7%
+115.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.2% |
| 7D | +5.7% | -1.8% | +7.5% | +4.8% |
| 30D | -3.6% | -0.2% | -3.4% | -3.6% |
| 3M | -12.8% | +11.7% | -24.5% | -7.3% |
| 6M | +26.1% | +0.7% | +25.3% | +34.5% |
| YTD | +53.3% | +7.4% | +45.9% | +63.6% |
| 1Y | +113.7% | -2.1% | +115.8% | +125.9% |
| All | +113.7% | -1.7% | +115.4% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling