+452.1%
KLAC vs EIX
+24.3%
+427.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.7% |
| 7D | +6.2% | +4.1% | +2.1% | +5.5% |
| 30D | -5.0% | -15.3% | +10.3% | -3.0% |
| 3M | -14.4% | -18.4% | +4.0% | -12.3% |
| 6M | +28.3% | -16.8% | +45.1% | +30.6% |
| YTD | +51.1% | -0.6% | +51.6% | +47.1% |
| 1Y | +100.4% | +10.7% | +89.7% | +89.7% |
| 3Y | +276.3% | -4.5% | +280.8% | +251.9% |
| 5Y | +452.1% | +24.0% | +428.0% | +359.3% |
| All | +452.1% | +24.3% | +427.8% | +359.3% |
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