+19,436.5%
KLAC vs EL
+1,685.7%
+17,750.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +6.2% |
| 7D | +5.7% | +0.8% | +4.9% | +5.5% |
| 30D | -3.6% | +19.8% | -23.5% | -11.1% |
| 3M | -12.8% | +25.7% | -38.5% | -21.5% |
| 6M | +26.1% | +5.4% | +20.6% | +20.0% |
| YTD | +53.3% | +0.2% | +53.1% | +46.4% |
| 1Y | +113.7% | +20.4% | +93.2% | +87.5% |
| 3Y | +274.9% | -32.1% | +307.0% | +282.1% |
| 5Y | +470.1% | -67.2% | +537.3% | +686.7% |
| 10Y | +2,997.0% | +31.7% | +2,965.3% | +2,346.6% |
| All | +19,436.5% | +1,685.7% | +17,750.7% | +5,080.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling