+286.1%
KLAC vs EL
-65.2%
+351.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +10.0% | +1.5% | +8.5% | +9.5% |
| 30D | -14.8% | +10.0% | -24.8% | -17.6% |
| 3M | -27.2% | +28.4% | -55.6% | -33.6% |
| 6M | -17.5% | +37.1% | -54.5% | -27.2% |
| YTD | +25.8% | +7.8% | +18.0% | +18.0% |
| 1Y | +31.8% | +26.0% | +5.8% | +16.1% |
| 3Y | +195.3% | +3.8% | +191.5% | +152.1% |
| All | +286.1% | -65.2% | +351.4% | +530.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling