+26.2%
KLAC vs EL
+25.6%
+0.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.4% | -4.6% |
| 7D | -5.7% | +2.5% | -8.2% | -5.8% |
| 30D | -27.6% | +20.1% | -47.7% | -28.8% |
| 3M | -23.3% | +29.3% | -52.5% | -25.0% |
| 6M | -12.4% | +38.8% | -51.1% | -15.3% |
| YTD | +23.7% | +8.1% | +15.6% | +17.9% |
| 1Y | +26.2% | +22.3% | +3.8% | +16.6% |
| All | +26.2% | +25.6% | +0.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling