+31.8%
KLAC vs ED
+24.8%
+7.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -1.4% |
| 7D | +10.0% | +2.1% | +7.9% | +13.0% |
| 30D | -14.8% | +10.4% | -25.2% | -2.9% |
| 3M | -27.2% | +12.5% | -39.7% | -15.0% |
| 6M | -17.5% | +14.9% | -32.4% | -0.3% |
| YTD | +25.8% | +24.8% | +1.0% | +62.6% |
| 1Y | +31.8% | +23.8% | +8.0% | +68.8% |
| All | +31.8% | +24.8% | +7.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling