+430.6%
KLAC vs CTVA
+102.0%
+328.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +2.5% | -4.7% | +7.1% | +4.1% |
| 30D | -11.5% | +11.1% | -22.6% | -14.9% |
| 3M | -16.9% | +13.7% | -30.7% | -21.8% |
| 6M | +22.2% | +11.2% | +11.0% | +15.5% |
| YTD | +46.4% | +26.9% | +19.5% | +31.2% |
| 1Y | +91.0% | +18.8% | +72.2% | +74.6% |
| 3Y | +264.6% | +75.9% | +188.6% | +179.7% |
| 5Y | +430.6% | +105.2% | +325.4% | +267.2% |
| All | +430.6% | +102.0% | +328.6% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling