+279.1%
KLAC vs EAT
+587.9%
-308.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.5% |
| 7D | +6.2% | -6.8% | +13.0% | +7.9% |
| 30D | -5.0% | -5.4% | +0.4% | -4.0% |
| 3M | -14.4% | +42.8% | -57.2% | -22.6% |
| 6M | +28.3% | +56.5% | -28.2% | +12.5% |
| YTD | +51.1% | +50.0% | +1.1% | +33.7% |
| 1Y | +100.4% | +38.3% | +62.1% | +80.1% |
| All | +279.1% | +587.9% | -308.8% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling