+291.6%
KLAC vs EIX
-1.6%
+293.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +1.5% |
| 7D | +10.6% | +0.9% | +9.7% | +10.5% |
| 30D | -4.5% | -13.5% | +9.0% | -3.7% |
| 3M | -10.3% | -15.3% | +5.0% | -9.6% |
| 6M | +40.9% | -15.3% | +56.2% | +41.7% |
| YTD | +56.1% | +2.7% | +53.4% | +53.5% |
| 1Y | +109.0% | +17.4% | +91.6% | +102.1% |
| All | +291.6% | -1.6% | +293.3% | +248.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling