+267.2%
KLAC vs EWZ
+47.7%
+219.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.9% |
| 7D | +2.5% | +1.1% | +1.3% | +1.7% |
| 30D | -11.5% | +13.5% | -25.0% | -18.5% |
| 3M | -16.9% | +15.2% | -32.2% | -24.1% |
| 6M | +22.2% | +3.7% | +18.5% | +19.0% |
| YTD | +46.4% | +22.5% | +23.8% | +30.5% |
| 1Y | +91.0% | +35.3% | +55.8% | +60.4% |
| All | +267.2% | +47.7% | +219.5% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling