+109.0%
KLAC vs ES
+17.8%
+91.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.0% |
| 7D | +10.6% | +1.4% | +9.2% | +11.0% |
| 30D | -4.5% | -1.2% | -3.3% | -4.8% |
| 3M | -10.3% | +5.0% | -15.2% | -9.4% |
| 6M | +40.9% | -2.8% | +43.7% | +41.1% |
| YTD | +56.1% | +8.6% | +47.5% | +57.9% |
| 1Y | +109.0% | +18.9% | +90.1% | +106.9% |
| All | +109.0% | +17.8% | +91.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling