+127.5%
KLAC vs ETHA
-27.9%
+155.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.3% | +1.2% |
| 7D | -2.7% | +3.5% | -6.1% | -3.4% |
| 30D | -13.2% | +35.3% | -48.5% | -19.3% |
| 3M | -25.0% | +50.9% | -75.9% | -32.4% |
| 6M | +23.6% | +22.1% | +1.5% | +16.6% |
| YTD | +49.2% | -14.6% | +63.8% | +51.0% |
| 1Y | +89.3% | -42.8% | +132.1% | +106.2% |
| All | +127.5% | -27.9% | +155.4% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling