+26.1%
KLAC vs EW
+5.6%
+20.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | -0.3% | +6.1% | +5.7% |
| 30D | -3.6% | +1.0% | -4.7% | -3.6% |
| 3M | -12.8% | +2.8% | -15.6% | -13.4% |
| 6M | +26.1% | +5.5% | +20.6% | +26.1% |
| All | +26.1% | +5.6% | +20.5% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling