+7,038.2%
KLAC vs EFV
+256.4%
+6,781.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.5% |
| 7D | +10.6% | +1.0% | +9.6% | +9.5% |
| 30D | -4.5% | +0.2% | -4.7% | -4.7% |
| 3M | -10.3% | +9.6% | -19.9% | -17.5% |
| 6M | +40.9% | +14.0% | +26.9% | +25.3% |
| YTD | +56.1% | +18.5% | +37.6% | +34.6% |
| 1Y | +109.0% | +27.9% | +81.1% | +68.1% |
| 3Y | +288.8% | +92.4% | +196.4% | +116.1% |
| 5Y | +489.1% | +97.2% | +392.0% | +227.1% |
| 10Y | +3,041.8% | +163.0% | +2,878.8% | +1,311.8% |
| All | +7,038.2% | +256.4% | +6,781.8% | +2,326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling