+452.1%
KLAC vs EAT
+310.8%
+141.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.3% |
| 7D | +6.2% | -6.8% | +13.0% | +8.4% |
| 30D | -5.0% | -5.4% | +0.4% | -3.8% |
| 3M | -14.4% | +42.8% | -57.2% | -24.1% |
| 6M | +28.3% | +56.5% | -28.2% | +9.4% |
| YTD | +51.1% | +50.0% | +1.1% | +30.2% |
| 1Y | +100.4% | +38.3% | +62.1% | +75.5% |
| 3Y | +276.3% | +591.6% | -315.3% | +81.1% |
| 5Y | +452.1% | +312.6% | +139.4% | +183.9% |
| All | +452.1% | +310.8% | +141.2% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling