+279.1%
KLAC vs ELF
-27.2%
+306.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -2.4% |
| 7D | +6.2% | -6.8% | +13.0% | +7.6% |
| 30D | -5.0% | +5.1% | -10.1% | -6.1% |
| 3M | -14.4% | +79.8% | -94.2% | -24.2% |
| 6M | +28.3% | +29.7% | -1.4% | +20.2% |
| YTD | +51.1% | +31.6% | +19.5% | +39.7% |
| 1Y | +100.4% | -27.9% | +128.3% | +105.2% |
| All | +279.1% | -27.2% | +306.2% | +277.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling