+452.1%
KLAC vs ECL
+25.4%
+426.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.0% |
| 7D | +6.2% | -2.7% | +8.9% | +8.0% |
| 30D | -5.0% | -4.3% | -0.7% | -2.7% |
| 3M | -14.4% | +3.2% | -17.6% | -17.3% |
| 6M | +28.3% | -2.9% | +31.2% | +28.7% |
| YTD | +51.1% | +4.3% | +46.8% | +44.8% |
| 1Y | +100.4% | +1.6% | +98.7% | +94.0% |
| 3Y | +276.3% | +54.3% | +222.1% | +169.6% |
| 5Y | +452.1% | +26.5% | +425.6% | +314.1% |
| All | +452.1% | +25.4% | +426.7% | +314.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling