+288.8%
KLAC vs ES
+33.1%
+255.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.9% |
| 7D | +10.6% | +1.4% | +9.2% | +10.8% |
| 30D | -4.5% | -1.2% | -3.3% | -4.6% |
| 3M | -10.3% | +5.0% | -15.2% | -9.9% |
| 6M | +40.9% | -2.8% | +43.7% | +40.9% |
| YTD | +56.1% | +8.6% | +47.5% | +57.0% |
| 1Y | +109.0% | +18.9% | +90.1% | +110.3% |
| 3Y | +288.8% | +32.1% | +256.7% | +276.9% |
| All | +288.8% | +33.1% | +255.7% | +276.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling