+430.6%
KLAC vs EFX
-37.1%
+467.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +2.5% | -11.1% | +13.6% | +7.0% |
| 30D | -11.5% | -7.4% | -4.1% | -9.5% |
| 3M | -16.9% | +1.5% | -18.4% | -20.7% |
| 6M | +22.2% | -13.7% | +35.9% | +25.5% |
| YTD | +46.4% | -21.9% | +68.2% | +56.9% |
| 1Y | +91.0% | -30.8% | +121.8% | +117.6% |
| 3Y | +264.6% | -12.4% | +276.9% | +238.3% |
| 5Y | +430.6% | -35.9% | +466.5% | +509.5% |
| All | +430.6% | -37.1% | +467.7% | +509.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling