+212.1%
KLAC vs ED
+47.9%
+164.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +7.5% | -0.9% | +8.4% | +6.9% |
| 30D | -15.3% | +11.2% | -26.5% | -6.7% |
| 3M | -19.6% | +11.8% | -31.4% | -10.9% |
| 6M | -12.5% | +14.1% | -26.6% | -0.6% |
| YTD | +33.0% | +23.0% | +10.0% | +59.8% |
| 1Y | +35.9% | +23.7% | +12.3% | +64.4% |
| All | +212.1% | +47.9% | +164.2% | +300.9% |
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