+430.6%
KLAC vs EXE
+99.3%
+331.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +2.5% | -2.2% | +4.7% | +2.9% |
| 30D | -11.5% | -0.8% | -10.7% | -11.4% |
| 3M | -16.9% | +10.0% | -27.0% | -19.0% |
| 6M | +22.2% | -6.3% | +28.6% | +23.3% |
| YTD | +46.4% | -10.7% | +57.0% | +48.6% |
| 1Y | +91.0% | +2.7% | +88.3% | +85.5% |
| 3Y | +264.6% | +19.1% | +245.4% | +236.4% |
| 5Y | +430.6% | +105.4% | +325.2% | +344.5% |
| All | +430.6% | +99.3% | +331.3% | +344.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling