+154,995.9%
KLAC vs ETN
+20,265.8%
+134,730.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.2% |
| 7D | +6.2% | +6.2% | -0.1% | +2.3% |
| 30D | -5.0% | -6.7% | +1.7% | -0.6% |
| 3M | -14.4% | +3.6% | -18.0% | -15.2% |
| 6M | +28.3% | +18.3% | +10.0% | +17.3% |
| YTD | +51.1% | +31.5% | +19.6% | +29.6% |
| 1Y | +100.4% | +20.6% | +79.8% | +81.6% |
| 3Y | +276.3% | +82.5% | +193.8% | +165.6% |
| 5Y | +452.1% | +177.8% | +274.3% | +205.1% |
| 10Y | +2,986.0% | +705.0% | +2,281.0% | +804.5% |
| All | +154,995.9% | +20,265.8% | +134,730.2% | +7,595.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling