+113.7%
KLAC vs ETN
+20.7%
+93.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.9% | +3.8% |
| 7D | +5.7% | +2.0% | +3.7% | +3.7% |
| 30D | -3.6% | -7.9% | +4.3% | +4.8% |
| 3M | -12.8% | -1.6% | -11.2% | -10.3% |
| 6M | +26.1% | +16.9% | +9.2% | +9.9% |
| YTD | +53.3% | +30.1% | +23.2% | +20.5% |
| 1Y | +113.7% | +19.3% | +94.4% | +89.9% |
| All | +113.7% | +20.7% | +93.0% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling