+1,951.1%
KLAC vs ESTC
+23.7%
+1,927.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.6% |
| 7D | +6.2% | -3.3% | +9.5% | +6.9% |
| 30D | -5.0% | +13.4% | -18.4% | -10.0% |
| 3M | -14.4% | +41.3% | -55.7% | -24.9% |
| 6M | +28.3% | +62.6% | -34.3% | +6.0% |
| YTD | +51.1% | +14.8% | +36.3% | +37.6% |
| 1Y | +100.4% | -5.1% | +105.4% | +92.2% |
| 3Y | +276.3% | +11.2% | +265.2% | +208.3% |
| 5Y | +452.1% | -47.0% | +499.0% | +441.5% |
| All | +1,951.1% | +23.7% | +1,927.4% | +1,131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling