+288.8%
KLAC vs EMB
+30.2%
+258.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +2.1% |
| 7D | +10.6% | +0.3% | +10.3% | +9.9% |
| 30D | -4.5% | -0.5% | -4.0% | -3.4% |
| 3M | -10.3% | +0.3% | -10.6% | -10.4% |
| 6M | +40.9% | +1.2% | +39.7% | +39.2% |
| YTD | +56.1% | +1.5% | +54.6% | +53.9% |
| 1Y | +109.0% | +4.8% | +104.2% | +94.9% |
| 3Y | +288.8% | +30.4% | +258.5% | +171.7% |
| All | +288.8% | +30.2% | +258.7% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling