+129,625.8%
KLAC vs ECL
+14,303.5%
+115,322.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.3% |
| 3M | -20.5% | +7.9% | -28.4% | -24.1% |
| 6M | -18.0% | +21.0% | -39.0% | -27.3% |
| YTD | +26.4% | +17.5% | +8.9% | +13.9% |
| 1Y | +26.3% | +19.7% | +6.6% | +12.5% |
| 3Y | +193.3% | +77.4% | +115.8% | +107.0% |
| 5Y | +297.2% | +38.7% | +258.5% | +218.5% |
| 10Y | +2,288.0% | +193.5% | +2,094.5% | +1,185.6% |
| All | +129,625.8% | +14,303.5% | +115,322.3% | +14,642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling