+267.2%
KLAC vs EME
+237.6%
+29.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | +2.5% | +0.9% | +1.5% | +1.9% |
| 30D | -11.5% | -8.4% | -3.1% | -6.3% |
| 3M | -16.9% | -3.6% | -13.3% | -14.0% |
| 6M | +22.2% | +3.6% | +18.7% | +20.9% |
| YTD | +46.4% | +22.5% | +23.8% | +31.4% |
| 1Y | +91.0% | +18.2% | +72.8% | +71.2% |
| All | +267.2% | +237.6% | +29.5% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling