+113.7%
KLAC vs EFV
+30.7%
+83.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.5% | +7.6% |
| 7D | +5.7% | +1.5% | +4.2% | +3.1% |
| 30D | -3.6% | +1.7% | -5.4% | -6.4% |
| 3M | -12.8% | +8.6% | -21.4% | -24.0% |
| 6M | +26.1% | +11.7% | +14.4% | +6.5% |
| YTD | +53.3% | +19.3% | +34.0% | +15.4% |
| 1Y | +113.7% | +30.2% | +83.5% | +40.4% |
| All | +113.7% | +30.7% | +83.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling