+6,934.1%
KLAC vs EMB
+131.4%
+6,802.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -5.0% | -0.3% | -4.7% | -4.7% |
| 3M | -14.4% | -0.3% | -14.1% | -13.9% |
| 6M | +28.3% | +0.7% | +27.5% | +28.2% |
| YTD | +51.1% | +1.3% | +49.8% | +50.6% |
| 1Y | +100.4% | +4.7% | +95.7% | +93.8% |
| 3Y | +276.3% | +30.1% | +246.3% | +200.3% |
| 5Y | +452.1% | +6.9% | +445.2% | +422.2% |
| 10Y | +2,986.0% | +30.7% | +2,955.2% | +2,513.3% |
| All | +6,934.1% | +131.4% | +6,802.7% | +4,555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling