+274.4%
KLAC vs EFX
-12.2%
+286.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -2.7% | -4.5% | +1.9% | -1.8% |
| 30D | -13.2% | -6.1% | -7.1% | -12.5% |
| 3M | -25.0% | +6.2% | -31.2% | -28.0% |
| 6M | +23.6% | -11.2% | +34.8% | +25.7% |
| YTD | +49.2% | -21.4% | +70.6% | +58.6% |
| 1Y | +89.3% | -34.3% | +123.6% | +117.5% |
| 3Y | +274.4% | -12.5% | +286.9% | +279.4% |
| All | +274.4% | -12.2% | +286.6% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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