+433.3%
KLAC vs ET
+241.8%
+191.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -13.2% | +2.9% | -16.0% | -14.4% |
| 3M | -25.0% | +16.8% | -41.8% | -30.9% |
| 6M | +23.6% | +18.9% | +4.7% | +11.9% |
| YTD | +49.2% | +37.7% | +11.5% | +24.2% |
| 1Y | +89.3% | +32.4% | +56.9% | +60.8% |
| 3Y | +274.4% | +99.5% | +174.9% | +157.4% |
| All | +433.3% | +241.8% | +191.5% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling