+3,859.2%
KLAC vs EW
+6,974.1%
-3,114.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | -0.3% | +6.1% | +5.8% |
| 30D | -3.6% | +1.0% | -4.7% | -4.0% |
| 3M | -12.8% | +2.8% | -15.6% | -14.2% |
| 6M | +26.1% | +5.5% | +20.6% | +22.9% |
| YTD | +53.3% | +5.5% | +47.9% | +49.5% |
| 1Y | +113.7% | +11.0% | +102.6% | +104.3% |
| 3Y | +274.9% | +17.7% | +257.2% | +237.5% |
| 5Y | +470.1% | -25.7% | +495.9% | +490.3% |
| 10Y | +2,997.0% | +132.8% | +2,864.2% | +2,143.9% |
| All | +3,859.2% | +6,974.1% | -3,114.9% | +1,040.5% |
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