+279.1%
KLAC vs ED
+34.3%
+244.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.7% |
| 7D | +6.2% | -0.2% | +6.3% | +6.1% |
| 30D | -5.0% | +1.9% | -6.9% | -3.6% |
| 3M | -14.4% | +1.9% | -16.3% | -12.7% |
| 6M | +28.3% | -2.3% | +30.6% | +28.5% |
| YTD | +51.1% | +10.9% | +40.2% | +63.7% |
| 1Y | +100.4% | +14.5% | +85.9% | +122.2% |
| All | +279.1% | +34.3% | +244.8% | +339.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling