+2,896.3%
KLAC vs EFV
+169.9%
+2,726.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.5% |
| 7D | -2.7% | -0.8% | -1.9% | -1.6% |
| 30D | -13.2% | +0.6% | -13.8% | -13.9% |
| 3M | -25.0% | +7.5% | -32.5% | -31.8% |
| 6M | +23.6% | +13.0% | +10.6% | +6.1% |
| YTD | +49.2% | +18.3% | +30.9% | +21.5% |
| 1Y | +89.3% | +26.7% | +62.6% | +41.4% |
| 3Y | +274.4% | +89.6% | +184.8% | +67.3% |
| 5Y | +440.9% | +98.2% | +342.7% | +131.9% |
| All | +2,896.3% | +169.9% | +2,726.4% | +890.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling