+91.0%
KLAC vs ELF
-31.2%
+122.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.5% |
| 7D | +2.5% | -10.8% | +13.3% | +4.1% |
| 30D | -11.5% | +0.8% | -12.3% | -11.7% |
| 3M | -16.9% | +64.8% | -81.7% | -23.1% |
| 6M | +22.2% | +19.0% | +3.3% | +17.3% |
| YTD | +46.4% | +25.9% | +20.4% | +37.9% |
| 1Y | +91.0% | -28.8% | +119.8% | +96.9% |
| All | +91.0% | -31.2% | +122.2% | +96.9% |
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