+1,820.0%
KLAC vs CTVA
+211.9%
+1,608.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.6% |
| 7D | +6.2% | -5.8% | +12.0% | +8.9% |
| 30D | -5.0% | +11.1% | -16.1% | -9.6% |
| 3M | -14.4% | +13.2% | -27.6% | -20.2% |
| 6M | +28.3% | +8.7% | +19.6% | +21.3% |
| YTD | +51.1% | +27.3% | +23.8% | +32.8% |
| 1Y | +100.4% | +18.0% | +82.4% | +80.8% |
| 3Y | +276.3% | +76.5% | +199.9% | +173.8% |
| 5Y | +452.1% | +105.1% | +347.0% | +265.1% |
| All | +1,820.0% | +211.9% | +1,608.1% | +814.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling