+89.3%
KLAC vs ED
+13.4%
+75.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +1.7% |
| 7D | -2.7% | -0.8% | -1.9% | -3.6% |
| 30D | -13.2% | -0.4% | -12.7% | -13.5% |
| 3M | -25.0% | +0.5% | -25.5% | -23.9% |
| 6M | +23.6% | -3.1% | +26.7% | +22.5% |
| YTD | +49.2% | +9.8% | +39.4% | +68.5% |
| 1Y | +89.3% | +12.6% | +76.7% | +122.3% |
| All | +89.3% | +13.4% | +75.9% | +122.3% |
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