+2,896.3%
KLAC vs CVX
+222.5%
+2,673.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.7% |
| 7D | -2.7% | +2.6% | -5.3% | -3.7% |
| 30D | -13.2% | +9.8% | -23.0% | -16.7% |
| 3M | -25.0% | +16.2% | -41.2% | -30.4% |
| 6M | +23.6% | +13.6% | +10.0% | +14.2% |
| YTD | +49.2% | +44.4% | +4.8% | +21.9% |
| 1Y | +89.3% | +40.6% | +48.7% | +56.1% |
| 3Y | +274.4% | +48.2% | +226.2% | +195.7% |
| 5Y | +440.9% | +172.3% | +268.7% | +201.8% |
| All | +2,896.3% | +222.5% | +2,673.8% | +1,428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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