+274.4%
KLAC vs ETN
+86.8%
+187.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -1.6% |
| 7D | -2.7% | +3.5% | -6.2% | -5.7% |
| 30D | -13.2% | -7.5% | -5.6% | -6.8% |
| 3M | -25.0% | +8.3% | -33.3% | -29.3% |
| 6M | +23.6% | +20.2% | +3.4% | +6.4% |
| YTD | +49.2% | +34.7% | +14.5% | +16.7% |
| 1Y | +89.3% | +19.4% | +69.9% | +63.8% |
| 3Y | +274.4% | +85.5% | +188.9% | +126.3% |
| All | +274.4% | +86.8% | +187.6% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling