+113.7%
KLAC vs EWZ
+36.3%
+77.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.9% |
| 7D | +5.7% | +6.5% | -0.8% | +0.5% |
| 30D | -3.6% | +4.8% | -8.5% | -7.3% |
| 3M | -12.8% | +9.9% | -22.7% | -19.1% |
| 6M | +26.1% | +1.9% | +24.1% | +23.6% |
| YTD | +53.3% | +20.3% | +33.0% | +36.6% |
| 1Y | +113.7% | +35.6% | +78.1% | +66.5% |
| All | +113.7% | +36.3% | +77.4% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling