+433.3%
KLAC vs EWZ
+59.6%
+373.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.3% |
| 3M | -25.0% | +10.8% | -35.8% | -28.8% |
| 6M | +23.6% | +2.5% | +21.1% | +21.8% |
| YTD | +49.2% | +21.4% | +27.9% | +37.0% |
| 1Y | +89.3% | +32.8% | +56.5% | +66.8% |
| 3Y | +274.4% | +45.2% | +229.2% | +214.3% |
| All | +433.3% | +59.6% | +373.7% | +348.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling