+274.4%
KLAC vs EOSE
+42.6%
+231.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | -13.2% | -6.8% | -6.3% | -12.8% |
| 3M | -25.0% | -36.3% | +11.3% | -22.0% |
| 6M | +23.6% | -38.8% | +62.4% | +27.5% |
| YTD | +49.2% | -65.5% | +114.7% | +59.6% |
| 1Y | +89.3% | -45.3% | +134.6% | +92.7% |
| 3Y | +274.4% | +44.2% | +230.2% | +229.0% |
| All | +274.4% | +42.6% | +231.8% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling