+157,276.9%
KLAC vs ENB
+11,799.4%
+145,477.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.6% |
| 7D | +5.7% | -0.2% | +6.0% | +5.8% |
| 30D | -3.6% | -2.2% | -1.4% | -3.0% |
| 3M | -12.8% | -10.5% | -2.3% | -10.0% |
| 6M | +26.1% | -5.1% | +31.1% | +27.4% |
| YTD | +53.3% | +9.0% | +44.4% | +47.9% |
| 1Y | +113.7% | +8.2% | +105.5% | +106.3% |
| 3Y | +274.9% | +67.8% | +207.1% | +209.9% |
| 5Y | +470.1% | +69.4% | +400.8% | +371.0% |
| 10Y | +2,997.0% | +117.5% | +2,879.5% | +2,216.5% |
| All | +157,276.9% | +11,799.4% | +145,477.6% | +80,199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling