+279.1%
KLAC vs ENB
+76.5%
+202.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.2% |
| 7D | +6.2% | -0.3% | +6.5% | +6.2% |
| 30D | -5.0% | -1.1% | -3.9% | -5.0% |
| 3M | -14.4% | -8.5% | -5.9% | -14.2% |
| 6M | +28.3% | -4.5% | +32.8% | +28.0% |
| YTD | +51.1% | +9.1% | +42.0% | +48.0% |
| 1Y | +100.4% | +8.0% | +92.4% | +96.5% |
| All | +279.1% | +76.5% | +202.6% | +245.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling