+133,280.4%
KLAC vs ECL
+14,227.3%
+119,053.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | +21.2% | -0.5% | +21.7% | +21.5% |
| 30D | -14.5% | +6.6% | -21.1% | -17.5% |
| 3M | -24.4% | +9.6% | -34.0% | -28.4% |
| 6M | -12.9% | +21.6% | -34.5% | -23.0% |
| YTD | +29.9% | +16.9% | +13.0% | +17.5% |
| 1Y | +31.9% | +17.9% | +14.0% | +18.5% |
| 3Y | +201.5% | +76.5% | +125.0% | +113.5% |
| 5Y | +298.6% | +36.6% | +261.9% | +222.4% |
| 10Y | +2,324.4% | +193.2% | +2,131.2% | +1,206.6% |
| All | +133,280.4% | +14,227.3% | +119,053.1% | +15,105.7% |
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