+5,757.7%
KLAC vs EMB
+126.0%
+5,631.7%
-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% | -2.9% | -2.9% |
| 7D | +10.0% | -0.9% | +10.9% | +11.1% |
| 30D | -14.8% | +0.4% | -15.2% | -15.1% |
| 3M | -27.2% | -3.1% | -24.0% | -24.8% |
| 6M | -17.5% | -2.1% | -15.4% | -15.3% |
| YTD | +25.8% | -1.1% | +26.9% | +28.4% |
| 1Y | +31.8% | -0.1% | +31.9% | +33.3% |
| 3Y | +195.3% | +29.6% | +165.7% | +136.9% |
| 5Y | +285.9% | +7.2% | +278.8% | +265.9% |
| 10Y | +2,247.6% | +35.5% | +2,212.1% | +1,884.7% |
| All | +5,757.7% | +126.0% | +5,631.7% | +3,870.6% |
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