+452.1%
KLAC vs EXC
+46.0%
+406.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | -5.0% | -0.9% | -4.1% | -5.0% |
| 3M | -14.4% | -2.7% | -11.7% | -14.5% |
| 6M | +28.3% | -9.4% | +37.7% | +28.6% |
| YTD | +51.1% | +3.0% | +48.1% | +50.1% |
| 1Y | +100.4% | +5.1% | +95.2% | +98.5% |
| 3Y | +276.3% | +20.6% | +255.7% | +264.2% |
| 5Y | +452.1% | +45.7% | +406.3% | +387.2% |
| All | +452.1% | +46.0% | +406.1% | +387.2% |
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