+3,084.7%
KLAC vs ELF
+334.6%
+2,750.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.9% | +6.7% | +2.9% |
| 7D | +10.6% | -1.2% | +11.8% | +10.9% |
| 30D | -4.5% | +5.9% | -10.4% | -6.0% |
| 3M | -10.3% | +99.5% | -109.8% | -24.2% |
| 6M | +40.9% | +26.5% | +14.4% | +31.0% |
| YTD | +56.1% | +37.2% | +18.9% | +41.1% |
| 1Y | +109.0% | -24.4% | +133.4% | +111.9% |
| 3Y | +288.8% | -23.3% | +312.2% | +259.9% |
| 5Y | +489.1% | +245.2% | +244.0% | +255.6% |
| All | +3,084.7% | +334.6% | +2,750.1% | +1,492.7% |
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