+5,991.6%
KLAC vs EWT
+590.1%
+5,401.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.3% |
| 7D | +10.6% | +1.6% | +8.9% | +9.3% |
| 30D | -4.5% | +8.2% | -12.7% | -10.0% |
| 3M | -10.3% | +11.1% | -21.3% | -15.6% |
| 6M | +40.9% | +60.4% | -19.6% | +0.6% |
| YTD | +56.1% | +75.6% | -19.5% | +4.9% |
| 1Y | +109.0% | +91.3% | +17.7% | +32.2% |
| 3Y | +288.8% | +200.3% | +88.5% | +80.0% |
| 5Y | +489.1% | +156.4% | +332.8% | +214.9% |
| 10Y | +3,041.8% | +495.8% | +2,546.0% | +898.4% |
| All | +5,991.6% | +590.1% | +5,401.5% | +802.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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