+195.3%
KLAC vs EIX
+10.6%
+184.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +10.0% | +1.4% | +8.6% | +9.9% |
| 30D | -14.8% | +8.5% | -23.4% | -15.2% |
| 3M | -27.2% | -13.5% | -13.7% | -26.6% |
| 6M | -17.5% | -12.4% | -5.1% | -17.3% |
| YTD | +25.8% | +5.9% | +19.9% | +23.6% |
| 1Y | +31.8% | +7.6% | +24.2% | +29.3% |
| 3Y | +195.3% | +12.8% | +182.5% | +160.8% |
| All | +195.3% | +10.6% | +184.7% | +160.8% |
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