+267.2%
KLAC vs EFA
+63.6%
+203.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -1.7% |
| 7D | +2.5% | -2.4% | +4.8% | +6.8% |
| 30D | -11.5% | -2.2% | -9.3% | -7.9% |
| 3M | -16.9% | +5.7% | -22.6% | -23.2% |
| 6M | +22.2% | +8.2% | +14.1% | +9.5% |
| YTD | +46.4% | +11.8% | +34.6% | +25.5% |
| 1Y | +91.0% | +18.3% | +72.7% | +50.7% |
| All | +267.2% | +63.6% | +203.6% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling