+297.2%
KLAC vs EXC
+41.1%
+256.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.0% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -21.8% | +9.0% | -30.8% | -21.5% |
| 3M | -20.5% | +3.3% | -23.8% | -20.3% |
| 6M | -18.0% | +5.7% | -23.6% | -17.9% |
| YTD | +26.4% | +7.3% | +19.0% | +26.0% |
| 1Y | +26.3% | +2.9% | +23.4% | +26.2% |
| 3Y | +193.3% | +29.3% | +164.0% | +182.8% |
| 5Y | +297.2% | +40.1% | +257.2% | +267.5% |
| All | +297.2% | +41.1% | +256.1% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling