+26.2%
KLAC vs EW
+19.7%
+6.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -4.7% |
| 7D | -5.7% | +8.3% | -13.9% | -6.7% |
| 30D | -27.6% | +13.9% | -41.5% | -28.8% |
| 3M | -23.3% | +10.9% | -34.2% | -24.2% |
| 6M | -12.4% | +19.2% | -31.6% | -16.7% |
| YTD | +23.7% | +16.6% | +7.2% | +19.0% |
| 1Y | +26.2% | +18.1% | +8.1% | +20.7% |
| All | +26.2% | +19.7% | +6.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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