+543.0%
KLAC vs EXE
+182.2%
+360.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.4% |
| 7D | -2.7% | -3.1% | +0.5% | -2.0% |
| 30D | -13.2% | -0.9% | -12.2% | -13.1% |
| 3M | -25.0% | +9.6% | -34.6% | -26.7% |
| 6M | +23.6% | -11.6% | +35.2% | +26.3% |
| YTD | +49.2% | -12.6% | +61.8% | +52.0% |
| 1Y | +89.3% | +1.2% | +88.1% | +84.8% |
| 3Y | +274.4% | +18.0% | +256.3% | +248.4% |
| 5Y | +440.9% | +101.1% | +339.8% | +367.1% |
| All | +543.0% | +182.2% | +360.7% | +415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling