+433.3%
KLAC vs EQH
+102.2%
+331.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.2% |
| 7D | -2.7% | +0.7% | -3.4% | -3.1% |
| 30D | -13.2% | +2.8% | -16.0% | -14.7% |
| 3M | -25.0% | +23.1% | -48.1% | -33.9% |
| 6M | +23.6% | +41.4% | -17.8% | -0.4% |
| YTD | +49.2% | +14.3% | +35.0% | +35.4% |
| 1Y | +89.3% | +1.6% | +87.7% | +82.8% |
| 3Y | +274.4% | +102.7% | +171.6% | +123.8% |
| All | +433.3% | +102.2% | +331.1% | +222.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling