+2,247.0%
KLAC vs EL
+62.2%
+2,184.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +10.0% | +1.5% | +8.5% | +9.3% |
| 30D | -14.8% | +10.0% | -24.8% | -18.3% |
| 3M | -27.2% | +28.4% | -55.6% | -35.5% |
| 6M | -17.5% | +37.1% | -54.5% | -29.8% |
| YTD | +25.8% | +7.8% | +18.0% | +15.5% |
| 1Y | +31.8% | +26.0% | +5.8% | +11.9% |
| 3Y | +195.3% | +3.8% | +191.5% | +145.6% |
| 5Y | +285.9% | -65.2% | +351.1% | +505.2% |
| All | +2,247.0% | +62.2% | +2,184.8% | +1,717.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling