+303.5%
EWY vs KLAC
+2,966.2%
-2,662.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +2.5% |
| 7D | -0.1% | -2.7% | +2.6% | +1.0% |
| 30D | +7.3% | -13.2% | +20.5% | +13.5% |
| 3M | -5.1% | -25.0% | +19.9% | +5.9% |
| 6M | +42.1% | +23.6% | +18.5% | +32.4% |
| YTD | +94.1% | +49.2% | +44.9% | +67.9% |
| 1Y | +147.8% | +89.3% | +58.5% | +96.3% |
| 3Y | +222.9% | +274.4% | -51.4% | +90.3% |
| 5Y | +150.6% | +440.9% | -290.3% | +22.6% |
| All | +303.5% | +2,966.2% | -2,662.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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