+2,247.0%
KLAC vs EW
+254.3%
+1,992.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.7% |
| 7D | +10.0% | +4.9% | +5.1% | +7.8% |
| 30D | -14.8% | +23.9% | -38.8% | -22.5% |
| 3M | -27.2% | +15.8% | -42.9% | -32.0% |
| 6M | -17.5% | +31.7% | -49.1% | -27.9% |
| YTD | +25.8% | +25.7% | +0.1% | +11.9% |
| 1Y | +31.8% | +24.4% | +7.4% | +17.8% |
| 3Y | +195.3% | +65.9% | +129.4% | +112.3% |
| 5Y | +285.9% | -7.6% | +293.6% | +269.6% |
| All | +2,247.0% | +254.3% | +1,992.6% | +1,211.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling