+3,255.5%
KLAC vs EW
+8,225.2%
-4,969.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +21.2% | +4.9% | +16.2% | +19.4% |
| 30D | -14.5% | +24.1% | -38.6% | -20.4% |
| 3M | -24.4% | +13.7% | -38.1% | -27.7% |
| 6M | -12.9% | +32.7% | -45.6% | -21.4% |
| YTD | +29.9% | +24.1% | +5.8% | +19.8% |
| 1Y | +31.9% | +23.6% | +8.3% | +21.8% |
| 3Y | +201.5% | +64.8% | +136.8% | +142.7% |
| 5Y | +298.6% | -8.8% | +307.4% | +285.3% |
| 10Y | +2,324.4% | +248.8% | +2,075.6% | +1,469.1% |
| All | +3,255.5% | +8,225.2% | -4,969.8% | +814.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling