-12.9%
KLAC vs ENB
-9.3%
-3.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.2% |
| 7D | +21.2% | 0.0% | +21.2% | +21.0% |
| 30D | -14.5% | +1.4% | -15.9% | -13.7% |
| 3M | -24.4% | -5.2% | -19.2% | -25.2% |
| 6M | -12.9% | -9.9% | -3.0% | -14.9% |
| All | -12.9% | -9.3% | -3.7% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling