+2,896.3%
KLAC vs EWZ
+94.8%
+2,801.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.4% |
| 7D | -2.7% | +0.9% | -3.5% | -3.1% |
| 30D | -13.2% | +12.8% | -25.9% | -18.1% |
| 3M | -25.0% | +10.8% | -35.8% | -28.7% |
| 6M | +23.6% | +2.5% | +21.1% | +21.9% |
| YTD | +49.2% | +21.4% | +27.9% | +36.8% |
| 1Y | +89.3% | +32.8% | +56.5% | +66.3% |
| 3Y | +274.4% | +45.2% | +229.2% | +212.9% |
| 5Y | +440.9% | +63.0% | +378.0% | +316.7% |
| All | +2,896.3% | +94.8% | +2,801.6% | +1,908.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling