+29,945.5%
KLAC vs EME
+62,686.4%
-32,740.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.8% |
| 7D | +10.6% | +5.2% | +5.4% | +8.4% |
| 30D | -4.5% | -5.4% | +0.9% | -2.3% |
| 3M | -10.3% | -6.1% | -4.2% | -7.4% |
| 6M | +40.9% | +9.7% | +31.2% | +36.9% |
| YTD | +56.1% | +26.6% | +29.5% | +43.8% |
| 1Y | +109.0% | +24.6% | +84.4% | +92.3% |
| 3Y | +288.8% | +249.6% | +39.2% | +138.9% |
| 5Y | +489.1% | +556.6% | -67.4% | +188.2% |
| 10Y | +3,041.8% | +1,286.6% | +1,755.2% | +1,052.1% |
| All | +29,945.5% | +62,686.4% | -32,740.9% | +5,502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling