+113.7%
KLAC vs ESTC
+7.3%
+106.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.5% | +11.8% | +7.1% |
| 7D | +5.7% | -8.1% | +13.8% | +5.3% |
| 30D | -3.6% | +31.7% | -35.3% | -2.5% |
| 3M | -12.8% | +41.1% | -53.9% | -10.8% |
| 6M | +26.1% | +77.1% | -51.0% | +28.2% |
| YTD | +53.3% | +21.7% | +31.6% | +62.7% |
| 1Y | +113.7% | +8.4% | +105.3% | +135.9% |
| All | +113.7% | +7.3% | +106.4% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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