+136,426.2%
KLAC vs EXC
+2,464.5%
+133,961.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.2% |
| 7D | +7.5% | -1.4% | +8.9% | +7.8% |
| 30D | -15.3% | +8.3% | -23.6% | -17.6% |
| 3M | -19.6% | +2.6% | -22.2% | -20.5% |
| 6M | -12.5% | +5.2% | -17.7% | -14.7% |
| YTD | +33.0% | +7.5% | +25.5% | +28.2% |
| 1Y | +35.9% | +3.2% | +32.8% | +32.6% |
| 3Y | +208.6% | +29.5% | +179.1% | +173.1% |
| 5Y | +309.5% | +39.7% | +269.8% | +250.3% |
| 10Y | +2,381.5% | +200.1% | +2,181.5% | +1,594.2% |
| All | +136,426.2% | +2,464.5% | +133,961.7% | +58,409.9% |
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