+3,149.2%
KLAC vs EW
+8,331.5%
-5,182.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.6% |
| 7D | +10.0% | +4.9% | +5.1% | +8.4% |
| 30D | -14.8% | +23.9% | -38.8% | -20.6% |
| 3M | -27.2% | +15.8% | -42.9% | -30.8% |
| 6M | -17.5% | +31.7% | -49.1% | -25.3% |
| YTD | +25.8% | +25.7% | +0.1% | +15.5% |
| 1Y | +31.8% | +24.4% | +7.4% | +21.4% |
| 3Y | +195.3% | +65.9% | +129.4% | +137.2% |
| 5Y | +285.9% | -7.6% | +293.6% | +271.5% |
| 10Y | +2,247.6% | +253.2% | +1,994.4% | +1,413.0% |
| All | +3,149.2% | +8,331.5% | -5,182.2% | +781.5% |
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