+2,896.3%
KLAC vs EFA
+146.6%
+2,749.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +0.4% |
| 7D | -2.7% | -1.5% | -1.1% | -0.3% |
| 30D | -13.2% | -1.7% | -11.5% | -10.8% |
| 3M | -25.0% | +3.5% | -28.5% | -28.2% |
| 6M | +23.6% | +9.5% | +14.1% | +9.4% |
| YTD | +49.2% | +12.9% | +36.3% | +27.1% |
| 1Y | +89.3% | +18.2% | +71.1% | +51.1% |
| 3Y | +274.4% | +64.8% | +209.5% | +84.4% |
| 5Y | +440.9% | +53.9% | +387.1% | +205.0% |
| All | +2,896.3% | +146.6% | +2,749.7% | +909.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling