+26,873.2%
KLAC vs EBAY
+12,410.8%
+14,462.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +6.2% | -3.0% | +9.2% | +7.2% |
| 30D | -5.0% | -3.6% | -1.4% | -4.1% |
| 3M | -14.4% | -4.4% | -10.0% | -13.9% |
| 6M | +28.3% | +12.1% | +16.2% | +21.5% |
| YTD | +51.1% | +19.9% | +31.2% | +39.5% |
| 1Y | +100.4% | +13.4% | +87.0% | +86.7% |
| 3Y | +276.3% | +150.5% | +125.9% | +156.1% |
| 5Y | +452.1% | +54.8% | +397.2% | +342.1% |
| 10Y | +2,986.0% | +268.1% | +2,717.9% | +1,698.2% |
| All | +26,873.2% | +12,410.8% | +14,462.4% | +6,665.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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