+31.9%
KLAC vs EXC
+3.2%
+28.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +21.2% | -1.9% | +23.1% | +19.9% |
| 30D | -14.5% | +7.8% | -22.3% | -10.6% |
| 3M | -24.4% | +1.9% | -26.2% | -22.9% |
| 6M | -12.9% | +3.4% | -16.3% | -11.0% |
| YTD | +29.9% | +7.6% | +22.4% | +32.6% |
| 1Y | +31.9% | +2.1% | +29.8% | +35.0% |
| All | +31.9% | +3.2% | +28.7% | +35.0% |
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