+113.7%
KLAC vs ELF
-17.5%
+131.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +7.0% |
| 7D | +5.7% | +5.4% | +0.4% | +5.0% |
| 30D | -3.6% | +27.0% | -30.6% | -6.9% |
| 3M | -12.8% | +113.2% | -126.0% | -22.1% |
| 6M | +26.1% | +36.6% | -10.5% | +18.6% |
| YTD | +53.3% | +44.2% | +9.1% | +41.9% |
| 1Y | +113.7% | -18.0% | +131.7% | +114.9% |
| All | +113.7% | -17.5% | +131.2% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling