+2,247.0%
KLAC vs ENB
+109.5%
+2,137.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +10.0% | +3.1% | +6.9% | +8.4% |
| 30D | -14.8% | +2.1% | -16.9% | -15.8% |
| 3M | -27.2% | -4.4% | -22.7% | -25.7% |
| 6M | -17.5% | -10.1% | -7.4% | -13.8% |
| YTD | +25.8% | +5.2% | +20.6% | +20.1% |
| 1Y | +31.8% | +4.2% | +27.6% | +26.3% |
| 3Y | +195.3% | +70.1% | +125.2% | +110.5% |
| 5Y | +285.9% | +59.4% | +226.5% | +184.7% |
| All | +2,247.0% | +109.5% | +2,137.5% | +1,177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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