+5,703.3%
KLAC vs ENPH
+417.7%
+5,285.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -4.9% | +0.9% |
| 7D | +10.6% | +9.3% | +1.3% | +9.2% |
| 30D | -4.5% | -7.3% | +2.8% | -3.6% |
| 3M | -10.3% | -31.7% | +21.5% | -5.3% |
| 6M | +40.9% | -3.5% | +44.4% | +40.7% |
| YTD | +56.1% | +21.2% | +35.0% | +49.1% |
| 1Y | +109.0% | +0.1% | +109.0% | +103.9% |
| 3Y | +288.8% | -67.7% | +356.5% | +318.5% |
| 5Y | +489.1% | -76.2% | +565.4% | +542.1% |
| 10Y | +3,041.8% | +2,057.2% | +984.5% | +2,190.4% |
| All | +5,703.3% | +417.7% | +5,285.6% | +4,189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling