+91.0%
KLAC vs CTAS
-0.4%
+91.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.5% |
| 7D | +2.5% | -1.3% | +3.7% | +1.8% |
| 30D | -11.5% | -3.1% | -8.4% | -12.7% |
| 3M | -16.9% | +10.3% | -27.2% | -12.2% |
| 6M | +22.2% | +1.6% | +20.6% | +30.1% |
| YTD | +46.4% | +6.3% | +40.0% | +55.3% |
| 1Y | +91.0% | -0.5% | +91.5% | +103.6% |
| All | +91.0% | -0.4% | +91.4% | +103.6% |
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