+2,838.9%
KLAC vs EW
+126.7%
+2,712.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | +2.5% | -3.4% | +5.8% | +3.9% |
| 30D | -11.5% | -7.4% | -4.2% | -8.7% |
| 3M | -16.9% | +0.9% | -17.9% | -18.1% |
| 6M | +22.2% | +1.2% | +21.1% | +20.0% |
| YTD | +46.4% | +1.8% | +44.6% | +43.4% |
| 1Y | +91.0% | +10.8% | +80.2% | +79.7% |
| 3Y | +264.6% | +17.1% | +247.4% | +211.7% |
| 5Y | +430.6% | -28.2% | +458.8% | +468.5% |
| All | +2,838.9% | +126.7% | +2,712.2% | +1,856.4% |
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