+113.7%
KLAC vs EAT
+37.5%
+76.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.2% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -3.6% | +1.9% | -5.5% | -4.1% |
| 3M | -12.8% | +68.7% | -81.5% | -22.2% |
| 6M | +26.1% | +66.9% | -40.8% | +12.6% |
| YTD | +53.3% | +60.4% | -7.1% | +38.7% |
| 1Y | +113.7% | +44.0% | +69.7% | +93.2% |
| All | +113.7% | +37.5% | +76.2% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling