+2,466.9%
KLAC vs ELF
+391.6%
+2,075.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -4.1% |
| 7D | +10.0% | +1.6% | +8.4% | +9.6% |
| 30D | -14.8% | +9.1% | -23.9% | -16.5% |
| 3M | -27.2% | +28.2% | -55.3% | -31.4% |
| 6M | -17.5% | +119.5% | -137.0% | -31.9% |
| YTD | +25.8% | +55.2% | -29.3% | +10.5% |
| 1Y | +31.8% | +58.6% | -26.8% | +14.9% |
| 3Y | +195.3% | +21.3% | +174.0% | +146.0% |
| 5Y | +285.9% | +276.2% | +9.7% | +128.8% |
| 10Y | +2,247.6% | +337.0% | +1,910.6% | +1,041.7% |
| All | +2,466.9% | +391.6% | +2,075.3% | +1,147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling