+2,896.3%
KLAC vs EOG
+121.1%
+2,775.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | -13.2% | +2.9% | -16.1% | -13.9% |
| 3M | -25.0% | +8.7% | -33.7% | -27.1% |
| 6M | +23.6% | +12.9% | +10.7% | +18.0% |
| YTD | +49.2% | +43.8% | +5.4% | +33.0% |
| 1Y | +89.3% | +27.1% | +62.3% | +74.1% |
| 3Y | +274.4% | +25.9% | +248.5% | +242.0% |
| 5Y | +440.9% | +177.9% | +263.0% | +291.5% |
| All | +2,896.3% | +121.1% | +2,775.2% | +1,978.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling