+433.3%
KLAC vs EWJ
+50.5%
+382.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | -1.2% |
| 7D | -2.7% | +0.3% | -3.0% | -3.0% |
| 30D | -13.2% | +0.8% | -13.9% | -14.0% |
| 3M | -25.0% | +7.5% | -32.5% | -31.4% |
| 6M | +23.6% | +15.6% | +8.0% | +3.3% |
| YTD | +49.2% | +22.7% | +26.5% | +15.2% |
| 1Y | +89.3% | +26.4% | +62.9% | +40.6% |
| 3Y | +274.4% | +72.5% | +201.8% | +77.9% |
| All | +433.3% | +50.5% | +382.7% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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