+452.1%
KLAC vs EMR
+60.6%
+391.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.2% |
| 7D | +6.2% | +0.9% | +5.3% | +5.5% |
| 30D | -5.0% | -5.0% | 0.0% | -0.7% |
| 3M | -14.4% | +5.9% | -20.3% | -18.0% |
| 6M | +28.3% | +7.3% | +21.0% | +21.7% |
| YTD | +51.1% | +14.6% | +36.5% | +34.5% |
| 1Y | +100.4% | +15.6% | +84.7% | +76.3% |
| 3Y | +276.3% | +60.2% | +216.2% | +146.9% |
| 5Y | +452.1% | +65.8% | +386.2% | +245.3% |
| All | +452.1% | +60.6% | +391.4% | +245.3% |
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 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