+452.1%
KLAC vs EW
-29.9%
+481.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +6.2% | -5.1% | +11.3% | +8.0% |
| 30D | -5.0% | -6.4% | +1.4% | -3.0% |
| 3M | -14.4% | -1.6% | -12.9% | -14.7% |
| 6M | +28.3% | +2.3% | +26.0% | +25.9% |
| YTD | +51.1% | +1.1% | +50.0% | +49.0% |
| 1Y | +100.4% | +8.0% | +92.4% | +92.6% |
| 3Y | +276.3% | +16.3% | +260.0% | +228.7% |
| 5Y | +452.1% | -29.4% | +481.5% | +522.2% |
| All | +452.1% | -29.9% | +481.9% | +522.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling