+26.2%
KLAC vs ELV
+42.6%
-16.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.0% | -3.4% |
| 7D | -5.7% | +4.8% | -10.4% | -5.0% |
| 30D | -27.6% | +10.1% | -37.6% | -26.7% |
| 3M | -23.3% | +15.4% | -38.6% | -22.2% |
| 6M | -12.4% | +17.7% | -30.1% | -11.6% |
| YTD | +23.7% | +25.7% | -1.9% | +20.1% |
| 1Y | +26.2% | +39.9% | -13.7% | +22.6% |
| All | +26.2% | +42.6% | -16.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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