+148.7%
EWY vs KLAC
+434.8%
-286.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +2.4% |
| 7D | -0.1% | -2.7% | +2.6% | +1.1% |
| 30D | +7.3% | -13.2% | +20.5% | +13.8% |
| 3M | -5.1% | -25.0% | +19.9% | +6.2% |
| 6M | +42.1% | +23.6% | +18.5% | +33.3% |
| YTD | +94.1% | +49.2% | +44.9% | +70.0% |
| 1Y | +147.8% | +89.3% | +58.5% | +100.2% |
| 3Y | +222.9% | +274.4% | -51.4% | +99.1% |
| All | +148.7% | +434.8% | -286.0% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling