+89.3%
KLAC vs ELV
+36.0%
+53.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +2.0% |
| 7D | -2.7% | +3.2% | -5.9% | -2.4% |
| 30D | -13.2% | +5.4% | -18.5% | -12.9% |
| 3M | -25.0% | +5.4% | -30.4% | -24.3% |
| 6M | +23.6% | +45.7% | -22.1% | +18.9% |
| YTD | +49.2% | +21.2% | +28.0% | +43.8% |
| 1Y | +89.3% | +35.6% | +53.7% | +86.4% |
| All | +89.3% | +36.0% | +53.3% | +86.4% |
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