+2,896.3%
KLAC vs CTAS
+687.6%
+2,208.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.4% | +0.9% |
| 7D | -2.7% | +0.5% | -3.2% | -3.0% |
| 30D | -13.2% | -0.7% | -12.4% | -12.9% |
| 3M | -25.0% | +11.1% | -36.1% | -32.5% |
| 6M | +23.6% | +2.1% | +21.5% | +17.5% |
| YTD | +49.2% | +8.0% | +41.3% | +35.3% |
| 1Y | +89.3% | -0.5% | +89.8% | +81.7% |
| 3Y | +274.4% | +66.2% | +208.1% | +133.8% |
| 5Y | +440.9% | +109.2% | +331.8% | +185.6% |
| All | +2,896.3% | +687.6% | +2,208.7% | +581.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling