+160,142.9%
KLAC vs EOG
+7,424.5%
+152,718.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +10.6% | -2.0% | +12.6% | +11.1% |
| 30D | -4.5% | +7.9% | -12.4% | -6.4% |
| 3M | -10.3% | +4.5% | -14.7% | -12.0% |
| 6M | +40.9% | +12.3% | +28.6% | +34.8% |
| YTD | +56.1% | +41.9% | +14.2% | +40.6% |
| 1Y | +109.0% | +27.8% | +81.2% | +92.7% |
| 3Y | +288.8% | +21.8% | +267.0% | +259.9% |
| 5Y | +489.1% | +174.0% | +315.1% | +335.3% |
| 10Y | +3,041.8% | +110.4% | +2,931.4% | +2,145.5% |
| All | +160,142.9% | +7,424.5% | +152,718.5% | +53,112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling