+136,426.2%
KLAC vs ED
+2,474.3%
+133,951.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +7.5% | -0.9% | +8.4% | +7.6% |
| 30D | -15.3% | +11.2% | -26.5% | -17.8% |
| 3M | -19.6% | +11.8% | -31.4% | -22.2% |
| 6M | -12.5% | +14.1% | -26.6% | -16.2% |
| YTD | +33.0% | +23.0% | +10.0% | +24.2% |
| 1Y | +35.9% | +23.7% | +12.3% | +26.6% |
| 3Y | +208.6% | +47.7% | +160.9% | +164.5% |
| 5Y | +309.5% | +82.6% | +226.9% | +223.5% |
| 10Y | +2,381.5% | +141.8% | +2,239.8% | +1,668.1% |
| All | +136,426.2% | +2,474.3% | +133,951.9% | +51,904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling