+193.3%
KLAC vs ESTC
+19.0%
+174.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.5% |
| 7D | -2.1% | -3.6% | +1.5% | -1.5% |
| 30D | -21.8% | -11.2% | -10.6% | -20.5% |
| 3M | -20.5% | +14.3% | -34.9% | -22.4% |
| 6M | -18.0% | +67.0% | -84.9% | -25.0% |
| YTD | +26.4% | +15.7% | +10.7% | +22.7% |
| 1Y | +26.3% | -6.3% | +32.5% | +27.8% |
| 3Y | +193.3% | +14.5% | +178.8% | +187.1% |
| All | +193.3% | +19.0% | +174.2% | +187.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling