+452.1%
KLAC vs CTAS
+110.0%
+342.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +6.2% | +1.0% | +5.2% | +5.5% |
| 30D | -5.0% | -1.1% | -3.9% | -4.6% |
| 3M | -14.4% | +11.5% | -25.9% | -22.6% |
| 6M | +28.3% | +0.2% | +28.1% | +25.3% |
| YTD | +51.1% | +7.2% | +43.9% | +38.8% |
| 1Y | +100.4% | 0.0% | +100.4% | +94.1% |
| 3Y | +276.3% | +65.9% | +210.4% | +109.2% |
| 5Y | +452.1% | +109.6% | +342.5% | +135.7% |
| All | +452.1% | +110.0% | +342.0% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling