+291.6%
KLAC vs EMR
+62.0%
+229.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.2% |
| 7D | +10.6% | +3.1% | +7.5% | +7.9% |
| 30D | -4.5% | -3.5% | -1.0% | -1.5% |
| 3M | -10.3% | +9.8% | -20.0% | -16.3% |
| 6M | +40.9% | +10.8% | +30.1% | +30.6% |
| YTD | +56.1% | +15.9% | +40.2% | +38.2% |
| 1Y | +109.0% | +16.4% | +92.6% | +83.9% |
| All | +291.6% | +62.0% | +229.6% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling