+2,323.7%
KLAC vs ECL
+192.9%
+2,130.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.5% |
| 7D | +21.2% | -0.5% | +21.7% | +21.6% |
| 30D | -14.5% | +6.6% | -21.1% | -18.1% |
| 3M | -24.4% | +9.6% | -34.0% | -29.2% |
| 6M | -12.9% | +21.6% | -34.5% | -25.4% |
| YTD | +29.9% | +16.9% | +13.0% | +14.5% |
| 1Y | +31.9% | +17.9% | +14.0% | +15.2% |
| 3Y | +201.5% | +76.5% | +125.0% | +92.0% |
| 5Y | +298.6% | +36.6% | +261.9% | +200.9% |
| All | +2,323.7% | +192.9% | +2,130.9% | +1,026.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling