+129,057.6%
KLAC vs EMR
+4,423.3%
+124,634.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | +2.8% | +7.1% | +8.1% |
| 30D | -14.8% | +3.7% | -18.5% | -16.3% |
| 3M | -27.2% | +2.0% | -29.2% | -27.6% |
| 6M | -17.5% | +22.1% | -39.6% | -26.3% |
| YTD | +25.8% | +27.2% | -1.4% | +9.1% |
| 1Y | +31.8% | +32.0% | -0.2% | +11.6% |
| 3Y | +195.3% | +103.3% | +92.0% | +89.9% |
| 5Y | +285.9% | +88.2% | +197.7% | +161.8% |
| 10Y | +2,247.6% | +280.4% | +1,967.2% | +881.0% |
| All | +129,057.6% | +4,423.3% | +124,634.4% | +11,843.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling