+2,896.3%
KLAC vs ESI
+312.8%
+2,583.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -2.7% | -4.6% | +2.0% | +0.1% |
| 30D | -13.2% | -10.5% | -2.6% | -7.1% |
| 3M | -25.0% | -19.8% | -5.2% | -13.1% |
| 6M | +23.6% | +5.8% | +17.8% | +22.6% |
| YTD | +49.2% | +38.3% | +10.9% | +27.4% |
| 1Y | +89.3% | +31.5% | +57.8% | +65.9% |
| 3Y | +274.4% | +80.7% | +193.7% | +176.4% |
| 5Y | +440.9% | +69.4% | +371.5% | +313.6% |
| All | +2,896.3% | +312.8% | +2,583.6% | +1,505.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling