+274.4%
KLAC vs CTVA
+74.2%
+200.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -2.7% | -4.5% | +1.8% | -1.7% |
| 30D | -13.2% | +11.3% | -24.5% | -15.5% |
| 3M | -25.0% | +12.3% | -37.3% | -28.2% |
| 6M | +23.6% | +7.2% | +16.4% | +19.6% |
| YTD | +49.2% | +26.0% | +23.2% | +37.6% |
| 1Y | +89.3% | +16.0% | +73.3% | +78.4% |
| 3Y | +274.4% | +73.9% | +200.5% | +217.2% |
| All | +274.4% | +74.2% | +200.1% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling