+6,799.1%
KLAC vs EFA
+392.1%
+6,407.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.4% |
| 7D | +10.6% | +1.2% | +9.4% | +9.2% |
| 30D | -4.5% | -0.7% | -3.8% | -3.7% |
| 3M | -10.3% | +6.4% | -16.7% | -15.2% |
| 6M | +40.9% | +11.4% | +29.5% | +27.5% |
| YTD | +56.1% | +14.0% | +42.1% | +38.8% |
| 1Y | +109.0% | +20.2% | +88.8% | +76.5% |
| 3Y | +288.8% | +68.2% | +220.6% | +136.7% |
| 5Y | +489.1% | +54.8% | +434.3% | +303.6% |
| 10Y | +3,041.8% | +142.4% | +2,899.4% | +1,389.0% |
| All | +6,799.1% | +392.1% | +6,407.0% | +1,144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling