+2,323.7%
KLAC vs CVE
+147.6%
+2,176.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | +21.2% | +4.6% | +16.6% | +20.0% |
| 30D | -14.5% | -12.0% | -2.5% | -12.2% |
| 3M | -24.4% | -3.8% | -20.6% | -24.0% |
| 6M | -12.9% | -2.7% | -10.2% | -13.1% |
| YTD | +29.9% | +73.6% | -43.7% | +13.4% |
| 1Y | +31.9% | +62.0% | -30.1% | +16.7% |
| 3Y | +201.5% | +72.7% | +128.8% | +159.3% |
| 5Y | +298.6% | +153.9% | +144.6% | +210.8% |
| All | +2,323.7% | +147.6% | +2,176.1% | +1,386.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling