+160,142.9%
KLAC vs CVS
+1,921.2%
+158,221.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +10.6% | -1.6% | +12.2% | +11.1% |
| 30D | -4.5% | +0.4% | -4.9% | -4.8% |
| 3M | -10.3% | -0.4% | -9.8% | -10.4% |
| 6M | +40.9% | +25.1% | +15.7% | +30.7% |
| YTD | +56.1% | +23.9% | +32.2% | +44.3% |
| 1Y | +109.0% | +41.1% | +67.9% | +85.2% |
| 3Y | +288.8% | +63.6% | +225.2% | +214.6% |
| 5Y | +489.1% | +31.5% | +457.6% | +406.1% |
| 10Y | +3,041.8% | +40.5% | +3,001.3% | +2,437.5% |
| All | +160,142.9% | +1,921.2% | +158,221.7% | +51,912.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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