+2,247.0%
KLAC vs CTAS
+814.6%
+1,432.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -2.9% |
| 7D | +10.0% | +2.0% | +8.0% | +8.6% |
| 30D | -14.8% | +8.7% | -23.5% | -20.0% |
| 3M | -27.2% | +13.3% | -40.4% | -33.8% |
| 6M | -17.5% | +39.4% | -56.8% | -37.8% |
| YTD | +25.8% | +21.5% | +4.3% | +4.3% |
| 1Y | +31.8% | +21.9% | +9.9% | +8.8% |
| 3Y | +195.3% | +73.6% | +121.7% | +78.8% |
| 5Y | +285.9% | +116.2% | +169.7% | +97.6% |
| All | +2,247.0% | +814.6% | +1,432.4% | +360.4% |
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