+1,244.2%
EWY vs KLAC
+6,850.3%
-5,606.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.1% |
| 7D | +8.0% | +10.6% | -2.6% | +4.2% |
| 30D | +14.3% | -4.5% | +18.8% | +16.3% |
| 3M | +2.3% | -10.3% | +12.6% | +6.2% |
| 6M | +49.9% | +40.9% | +9.0% | +33.7% |
| YTD | +95.3% | +56.1% | +39.2% | +67.1% |
| 1Y | +161.7% | +109.0% | +52.7% | +101.8% |
| 3Y | +230.2% | +288.8% | -58.7% | +96.3% |
| 5Y | +148.1% | +489.1% | -341.0% | +22.4% |
| 10Y | +293.2% | +3,041.8% | -2,748.6% | +0.8% |
| All | +1,244.2% | +6,850.3% | -5,606.1% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling