+157,277.0%
KLAC vs ES
+1,243.3%
+156,033.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.5% |
| 7D | +5.7% | +0.3% | +5.4% | +5.6% |
| 30D | -3.6% | -2.0% | -1.7% | -3.1% |
| 3M | -12.8% | +1.7% | -14.5% | -13.8% |
| 6M | +26.1% | -3.5% | +29.6% | +26.3% |
| YTD | +53.3% | +7.9% | +45.4% | +47.7% |
| 1Y | +113.7% | +17.2% | +96.5% | +98.9% |
| 3Y | +274.9% | +29.3% | +245.6% | +226.6% |
| 5Y | +470.1% | -5.7% | +475.9% | +449.3% |
| 10Y | +2,997.0% | +85.2% | +2,911.8% | +2,239.1% |
| All | +157,277.0% | +1,243.3% | +156,033.7% | +60,503.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling