+433.3%
KLAC vs ELV
+24.6%
+408.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.9% |
| 7D | -2.7% | +2.8% | -5.4% | -3.0% |
| 30D | -13.2% | +4.9% | -18.1% | -13.7% |
| 3M | -25.0% | +4.9% | -29.9% | -25.7% |
| 6M | +23.6% | +45.1% | -21.5% | +15.5% |
| YTD | +49.2% | +20.7% | +28.5% | +43.0% |
| 1Y | +89.3% | +35.0% | +54.3% | +77.5% |
| 3Y | +274.4% | -2.4% | +276.8% | +271.1% |
| All | +433.3% | +24.6% | +408.7% | +381.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling