+252.2%
KLAC vs ES
+1.4%
+250.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.9% | +9.6% | +6.7% |
| 7D | -12.3% | +1.9% | -14.2% | -12.3% |
| 30D | -29.6% | +7.1% | -36.7% | -29.7% |
| 3M | -28.2% | -1.9% | -26.3% | -28.2% |
| 6M | -23.6% | +4.4% | -27.9% | -23.9% |
| YTD | +14.4% | +7.3% | +7.1% | +13.5% |
| 1Y | +15.4% | +2.1% | +13.3% | +14.7% |
| 3Y | +184.3% | +41.8% | +142.5% | +164.9% |
| All | +252.2% | +1.4% | +250.7% | +265.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling