+430.6%
KLAC vs ENPH
-77.4%
+508.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +2.5% | +1.5% | +0.9% | +2.1% |
| 30D | -11.5% | -12.9% | +1.3% | -8.9% |
| 3M | -16.9% | -27.1% | +10.2% | -10.7% |
| 6M | +22.2% | -15.4% | +37.7% | +25.4% |
| YTD | +46.4% | +15.0% | +31.4% | +37.3% |
| 1Y | +91.0% | -0.7% | +91.7% | +83.7% |
| 3Y | +264.6% | -69.3% | +333.9% | +323.5% |
| 5Y | +430.6% | -76.7% | +507.3% | +507.9% |
| All | +430.6% | -77.4% | +508.0% | +507.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 5y: compounded portfolio wealth divided by compounded ENPH 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…
5y analysis · Full analysis span regression · 6 months rolling