+1,981.3%
KLAC vs ESTC
+31.2%
+1,950.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.5% | +11.8% | +8.6% |
| 7D | +5.7% | -8.1% | +13.8% | +8.0% |
| 30D | -3.6% | +31.7% | -35.3% | -12.6% |
| 3M | -12.8% | +41.1% | -53.9% | -23.2% |
| 6M | +26.1% | +77.1% | -51.0% | +1.5% |
| YTD | +53.3% | +21.7% | +31.6% | +37.4% |
| 1Y | +113.7% | +8.4% | +105.3% | +96.6% |
| 3Y | +274.9% | +23.6% | +251.3% | +196.6% |
| 5Y | +470.1% | -46.5% | +516.6% | +460.7% |
| All | +1,981.3% | +31.2% | +1,950.1% | +1,129.4% |
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