+286.1%
KLAC vs EMR
+87.8%
+198.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | +2.8% | +7.1% | +7.4% |
| 30D | -14.8% | +3.7% | -18.5% | -16.9% |
| 3M | -27.2% | +2.0% | -29.2% | -27.9% |
| 6M | -17.5% | +22.1% | -39.6% | -29.4% |
| YTD | +25.8% | +27.2% | -1.4% | +2.7% |
| 1Y | +31.8% | +32.0% | -0.2% | +4.3% |
| 3Y | +195.3% | +103.3% | +92.0% | +57.4% |
| All | +286.1% | +87.8% | +198.4% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling