+2,550.8%
KLAC vs ELF
+373.0%
+2,177.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.3% |
| 7D | +21.2% | +3.4% | +17.8% | +20.4% |
| 30D | -14.5% | +5.0% | -19.5% | -15.4% |
| 3M | -24.4% | +22.6% | -47.0% | -28.0% |
| 6M | -12.9% | +104.0% | -116.9% | -27.0% |
| YTD | +29.9% | +49.3% | -19.4% | +15.2% |
| 1Y | +31.9% | +46.0% | -14.1% | +17.3% |
| 3Y | +201.5% | +19.4% | +182.1% | +152.1% |
| 5Y | +298.6% | +262.0% | +36.5% | +138.5% |
| 10Y | +2,324.4% | +320.5% | +2,003.9% | +1,090.2% |
| All | +2,550.8% | +373.0% | +2,177.8% | +1,200.5% |
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