+26.2%
KLAC vs ETR
+18.4%
+7.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -5.0% |
| 7D | -5.7% | +3.7% | -9.4% | -6.9% |
| 30D | -27.6% | +11.0% | -38.6% | -30.6% |
| 3M | -23.3% | +3.4% | -26.7% | -24.0% |
| 6M | -12.4% | -3.3% | -9.1% | -10.9% |
| YTD | +23.7% | +23.3% | +0.5% | +3.2% |
| 1Y | +26.2% | +19.2% | +7.0% | +7.5% |
| All | +26.2% | +18.4% | +7.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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