+1,799.3%
KLAC vs ELAN
-29.1%
+1,828.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.1% |
| 7D | +2.5% | -6.4% | +8.8% | +4.9% |
| 30D | -11.5% | +0.6% | -12.1% | -12.0% |
| 3M | -16.9% | 0.0% | -16.9% | -17.7% |
| 6M | +22.2% | -3.4% | +25.7% | +21.8% |
| YTD | +46.4% | +1.0% | +45.3% | +43.6% |
| 1Y | +91.0% | +24.7% | +66.3% | +73.5% |
| 3Y | +264.6% | +97.2% | +167.3% | +158.7% |
| 5Y | +430.6% | -31.5% | +462.1% | +465.7% |
| All | +1,799.3% | -29.1% | +1,828.4% | +1,654.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling