+113.7%
KLAC vs ESI
+44.5%
+69.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +4.7% |
| 7D | +5.7% | +3.3% | +2.4% | +2.8% |
| 30D | -3.6% | -5.9% | +2.2% | +1.7% |
| 3M | -12.8% | -14.1% | +1.3% | +2.0% |
| 6M | +26.1% | +6.6% | +19.5% | +26.8% |
| YTD | +53.3% | +45.0% | +8.3% | +22.7% |
| 1Y | +113.7% | +41.5% | +72.2% | +76.7% |
| All | +113.7% | +44.5% | +69.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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