+91.0%
KLAC vs ENB
+3.8%
+87.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -4.0% |
| 7D | +2.5% | -4.6% | +7.0% | +1.3% |
| 30D | -11.5% | -5.2% | -6.3% | -12.6% |
| 3M | -16.9% | -13.4% | -3.6% | -19.3% |
| 6M | +22.2% | -7.8% | +30.0% | +19.7% |
| YTD | +46.4% | +4.9% | +41.5% | +44.1% |
| 1Y | +91.0% | +3.2% | +87.8% | +90.3% |
| All | +91.0% | +3.8% | +87.2% | +90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling