+470.0%
KLAC vs ES
-5.6%
+475.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.3% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | -3.6% | -2.0% | -1.7% | -3.6% |
| 3M | -12.8% | +1.7% | -14.5% | -13.0% |
| 6M | +26.1% | -3.5% | +29.6% | +26.2% |
| YTD | +53.3% | +7.9% | +45.4% | +52.2% |
| 1Y | +113.7% | +17.2% | +96.5% | +109.6% |
| 3Y | +274.9% | +29.3% | +245.6% | +259.2% |
| All | +470.0% | -5.6% | +475.7% | +481.3% |
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