+8,698.9%
KLAC vs ELV
+2,378.1%
+6,320.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -2.8% |
| 7D | +6.2% | -2.2% | +8.4% | +6.9% |
| 30D | -5.0% | -0.2% | -4.8% | -5.1% |
| 3M | -14.4% | -6.1% | -8.3% | -13.6% |
| 6M | +28.3% | +42.8% | -14.5% | +12.7% |
| YTD | +51.1% | +14.4% | +36.7% | +41.3% |
| 1Y | +100.4% | +28.6% | +71.8% | +79.6% |
| 3Y | +276.3% | -7.4% | +283.8% | +263.8% |
| 5Y | +452.1% | +14.5% | +437.6% | +386.2% |
| 10Y | +2,986.0% | +257.4% | +2,728.5% | +1,724.9% |
| All | +8,698.9% | +2,378.1% | +6,320.9% | +3,634.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling