+274.4%
KLAC vs EQH
+100.2%
+174.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.4% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | -13.2% | +2.8% | -16.0% | -14.3% |
| 3M | -25.0% | +23.1% | -48.1% | -32.0% |
| 6M | +23.6% | +41.4% | -17.8% | +4.4% |
| YTD | +49.2% | +14.3% | +35.0% | +38.8% |
| 1Y | +89.3% | +1.6% | +87.7% | +85.7% |
| 3Y | +274.4% | +102.7% | +171.6% | +173.0% |
| All | +274.4% | +100.2% | +174.1% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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