+433.3%
KLAC vs ETR
+122.3%
+311.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | -13.2% | -1.8% | -11.4% | -12.8% |
| 3M | -25.0% | -3.6% | -21.4% | -24.4% |
| 6M | +23.6% | +2.6% | +21.0% | +22.7% |
| YTD | +49.2% | +16.0% | +33.2% | +44.7% |
| 1Y | +89.3% | +20.1% | +69.2% | +82.8% |
| 3Y | +274.4% | +143.6% | +130.8% | +221.2% |
| All | +433.3% | +122.3% | +311.0% | +358.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling