+1,663.9%
KLAC vs ESTC
+27.2%
+1,636.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.9% |
| 7D | +21.2% | +5.8% | +15.4% | +19.3% |
| 30D | -14.5% | -5.6% | -8.9% | -13.0% |
| 3M | -24.4% | +15.4% | -39.8% | -28.7% |
| 6M | -12.9% | +77.8% | -90.7% | -29.3% |
| YTD | +29.9% | +18.1% | +11.9% | +17.3% |
| 1Y | +31.9% | -3.7% | +35.6% | +26.6% |
| 3Y | +201.5% | +16.9% | +184.7% | +144.3% |
| 5Y | +298.6% | -51.2% | +349.8% | +306.7% |
| All | +1,663.9% | +27.2% | +1,636.7% | +950.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling