+433.3%
KLAC vs ELAN
-30.9%
+464.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | -2.7% | -5.4% | +2.8% | -0.8% |
| 30D | -13.2% | +4.7% | -17.9% | -14.7% |
| 3M | -25.0% | -3.7% | -21.4% | -24.8% |
| 6M | +23.6% | -1.2% | +24.8% | +22.2% |
| YTD | +49.2% | +2.4% | +46.8% | +45.9% |
| 1Y | +89.3% | +23.4% | +65.9% | +73.7% |
| 3Y | +274.4% | +96.7% | +177.7% | +172.2% |
| All | +433.3% | -30.9% | +464.2% | +540.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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