+279.1%
KLAC vs EW
+16.4%
+262.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +6.2% | -5.1% | +11.3% | +7.3% |
| 30D | -5.0% | -6.4% | +1.4% | -3.8% |
| 3M | -14.4% | -1.6% | -12.9% | -14.6% |
| 6M | +28.3% | +2.3% | +26.0% | +26.7% |
| YTD | +51.1% | +1.1% | +50.0% | +49.5% |
| 1Y | +100.4% | +8.0% | +92.4% | +95.5% |
| All | +279.1% | +16.4% | +262.6% | +249.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling