+113.7%
KLAC vs EME
+19.7%
+94.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.1% |
| 7D | +5.7% | +1.9% | +3.8% | +4.4% |
| 30D | -3.6% | -8.3% | +4.6% | +2.6% |
| 3M | -12.8% | -10.7% | -2.1% | -4.0% |
| 6M | +26.1% | +1.9% | +24.2% | +27.3% |
| YTD | +53.3% | +23.5% | +29.8% | +40.2% |
| 1Y | +113.7% | +18.0% | +95.7% | +89.5% |
| All | +113.7% | +19.7% | +94.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling