+113.7%
KLAC vs EXC
+2.6%
+111.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +6.4% |
| 7D | +5.7% | -0.7% | +6.4% | +5.4% |
| 30D | -3.6% | -4.6% | +1.0% | -5.8% |
| 3M | -12.8% | -2.2% | -10.6% | -13.8% |
| 6M | +26.1% | -10.6% | +36.6% | +22.5% |
| YTD | +53.3% | +1.9% | +51.4% | +52.5% |
| 1Y | +113.7% | +3.4% | +110.3% | +118.0% |
| All | +113.7% | +2.6% | +111.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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