+430.6%
KLAC vs EOG
+172.6%
+257.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +2.5% | +1.0% | +1.4% | +2.2% |
| 30D | -11.5% | +2.8% | -14.3% | -12.1% |
| 3M | -16.9% | +5.9% | -22.8% | -18.4% |
| 6M | +22.2% | +17.1% | +5.2% | +15.9% |
| YTD | +46.4% | +43.9% | +2.4% | +30.4% |
| 1Y | +91.0% | +26.9% | +64.1% | +76.2% |
| 3Y | +264.6% | +23.6% | +241.0% | +235.2% |
| 5Y | +430.6% | +178.1% | +252.5% | +290.8% |
| All | +430.6% | +172.6% | +257.9% | +290.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling