+157,276.9%
KLAC vs EXC
+2,353.7%
+154,923.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.6% |
| 7D | +5.7% | +0.3% | +5.4% | +5.6% |
| 30D | -3.6% | -3.7% | +0.1% | -2.6% |
| 3M | -12.8% | -1.3% | -11.5% | -13.0% |
| 6M | +26.1% | -9.7% | +35.8% | +28.9% |
| YTD | +53.3% | +2.9% | +50.4% | +50.3% |
| 1Y | +113.7% | +4.4% | +109.3% | +108.1% |
| 3Y | +274.9% | +22.2% | +252.7% | +238.5% |
| 5Y | +470.1% | +46.7% | +423.4% | +380.9% |
| 10Y | +2,997.0% | +155.3% | +2,841.7% | +2,111.7% |
| All | +157,276.9% | +2,353.7% | +154,923.2% | +68,489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling