+288.8%
KLAC vs ECL
+58.2%
+230.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +10.6% | -0.8% | +11.3% | +10.9% |
| 30D | -4.5% | -2.5% | -2.0% | -3.6% |
| 3M | -10.3% | +8.3% | -18.6% | -14.8% |
| 6M | +40.9% | -1.1% | +42.0% | +40.1% |
| YTD | +56.1% | +6.5% | +49.6% | +49.7% |
| 1Y | +109.0% | +2.1% | +106.9% | +104.1% |
| 3Y | +288.8% | +57.6% | +231.2% | +203.6% |
| All | +288.8% | +58.2% | +230.6% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling