+5,715.3%
KLAC vs EWZ
+446.7%
+5,268.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.9% |
| 7D | +10.6% | +5.6% | +5.0% | +7.9% |
| 30D | -4.5% | +9.3% | -13.8% | -8.4% |
| 3M | -10.3% | +15.7% | -25.9% | -15.9% |
| 6M | +40.9% | +7.4% | +33.5% | +36.3% |
| YTD | +56.1% | +22.7% | +33.4% | +42.9% |
| 1Y | +109.0% | +36.4% | +72.6% | +82.6% |
| 3Y | +288.8% | +50.4% | +238.4% | +222.5% |
| 5Y | +489.1% | +67.6% | +421.5% | +352.5% |
| 10Y | +3,041.8% | +84.1% | +2,957.7% | +2,006.6% |
| All | +5,715.3% | +446.7% | +5,268.6% | +1,787.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling