+160,142.9%
KLAC vs EFX
+6,208.6%
+153,934.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.2% |
| 7D | +10.6% | -7.8% | +18.4% | +14.2% |
| 30D | -4.5% | -5.7% | +1.2% | -2.8% |
| 3M | -10.3% | +2.5% | -12.8% | -14.5% |
| 6M | +40.9% | -16.7% | +57.6% | +45.7% |
| YTD | +56.1% | -20.2% | +76.3% | +63.3% |
| 1Y | +109.0% | -31.4% | +140.4% | +132.7% |
| 3Y | +288.8% | -10.5% | +299.3% | +273.6% |
| 5Y | +489.1% | -35.2% | +524.4% | +553.8% |
| 10Y | +3,041.8% | +40.2% | +3,001.6% | +2,278.8% |
| All | +160,142.9% | +6,208.6% | +153,934.3% | +33,380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling