+433.3%
KLAC vs EME
+575.5%
-142.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.4% | -1.1% |
| 7D | -2.7% | +3.5% | -6.2% | -5.0% |
| 30D | -13.2% | -6.3% | -6.8% | -9.2% |
| 3M | -25.0% | -3.8% | -21.3% | -22.6% |
| 6M | +23.6% | +8.5% | +15.1% | +17.5% |
| YTD | +49.2% | +27.8% | +21.4% | +27.6% |
| 1Y | +89.3% | +22.2% | +67.1% | +62.7% |
| 3Y | +274.4% | +253.5% | +20.9% | +39.4% |
| All | +433.3% | +575.5% | -142.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling