+157,277.0%
KLAC vs ED
+2,217.3%
+155,059.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.7% | +7.7% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -12.8% | +3.9% | -16.7% | -14.2% |
| 6M | +26.1% | -3.0% | +29.1% | +26.0% |
| YTD | +53.3% | +10.7% | +42.6% | +47.6% |
| 1Y | +113.7% | +13.3% | +100.3% | +103.5% |
| 3Y | +274.9% | +34.5% | +240.4% | +229.4% |
| 5Y | +470.1% | +67.1% | +403.0% | +360.8% |
| 10Y | +2,997.0% | +103.0% | +2,894.0% | +2,219.8% |
| All | +157,277.0% | +2,217.3% | +155,059.7% | +61,687.5% |
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