+286.1%
KLAC vs EIX
+18.4%
+267.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +10.0% | +1.4% | +8.6% | +9.7% |
| 30D | -14.8% | +8.5% | -23.4% | -16.0% |
| 3M | -27.2% | -13.5% | -13.7% | -25.9% |
| 6M | -17.5% | -12.4% | -5.1% | -16.7% |
| YTD | +25.8% | +5.9% | +19.9% | +21.1% |
| 1Y | +31.8% | +7.6% | +24.2% | +26.3% |
| 3Y | +195.3% | +12.8% | +182.5% | +160.9% |
| All | +286.1% | +18.4% | +267.8% | +225.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling