+123.1%
KLAC vs ETHA
-30.2%
+153.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +2.5% | -2.4% | +4.9% | +3.0% |
| 30D | -11.5% | +30.9% | -42.4% | -17.2% |
| 3M | -16.9% | +51.1% | -68.1% | -25.2% |
| 6M | +22.2% | +20.5% | +1.7% | +15.7% |
| YTD | +46.4% | -17.3% | +63.6% | +49.1% |
| 1Y | +91.0% | -43.2% | +134.2% | +108.5% |
| All | +123.1% | -30.2% | +153.3% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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