+2,896.3%
KLAC vs EIX
+19.9%
+2,876.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | -13.2% | -19.3% | +6.1% | -9.0% |
| 3M | -25.0% | -21.7% | -3.3% | -21.0% |
| 6M | +23.6% | -19.8% | +43.4% | +28.8% |
| YTD | +49.2% | -3.0% | +52.3% | +45.8% |
| 1Y | +89.3% | +5.1% | +84.2% | +79.5% |
| 3Y | +274.4% | -7.0% | +281.3% | +256.2% |
| 5Y | +440.9% | +22.0% | +418.9% | +356.3% |
| All | +2,896.3% | +19.9% | +2,876.5% | +2,201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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