+2,838.9%
KLAC vs EMR
+274.4%
+2,564.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.2% |
| 7D | +2.5% | -1.2% | +3.7% | +3.5% |
| 30D | -11.5% | -9.4% | -2.1% | -4.7% |
| 3M | -16.9% | +8.6% | -25.5% | -21.2% |
| 6M | +22.2% | +6.7% | +15.5% | +17.7% |
| YTD | +46.4% | +13.1% | +33.3% | +34.5% |
| 1Y | +91.0% | +12.7% | +78.3% | +75.6% |
| 3Y | +264.6% | +58.1% | +206.5% | +161.8% |
| 5Y | +430.6% | +63.6% | +366.9% | +271.9% |
| All | +2,838.9% | +274.4% | +2,564.6% | +1,270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling