+289.1%
KLAC vs ECL
+38.5%
+250.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -21.8% | +8.6% | -30.4% | -25.5% |
| 3M | -20.5% | +7.9% | -28.4% | -24.3% |
| 6M | -18.0% | +21.0% | -39.0% | -28.3% |
| YTD | +26.4% | +17.5% | +8.9% | +12.7% |
| 1Y | +26.3% | +19.7% | +6.6% | +11.0% |
| 3Y | +193.3% | +77.4% | +115.8% | +92.0% |
| All | +289.1% | +38.5% | +250.6% | +164.5% |
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 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