+2,838.9%
KLAC vs EMB
+30.4%
+2,808.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -1.8% |
| 7D | +2.5% | -1.1% | +3.6% | +4.4% |
| 30D | -11.5% | -1.1% | -10.5% | -9.9% |
| 3M | -16.9% | -0.8% | -16.2% | -15.5% |
| 6M | +22.2% | -0.1% | +22.3% | +23.7% |
| YTD | +46.4% | +0.4% | +45.9% | +47.3% |
| 1Y | +91.0% | +3.3% | +87.7% | +84.4% |
| 3Y | +264.6% | +29.0% | +235.5% | +151.1% |
| 5Y | +430.6% | +6.3% | +424.3% | +405.5% |
| All | +2,838.9% | +30.4% | +2,808.5% | +2,114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling