+286.1%
KLAC vs EXE
+76.7%
+209.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +10.0% | +5.3% | +4.7% | +8.8% |
| 30D | -14.8% | -2.2% | -12.6% | -14.4% |
| 3M | -27.2% | -5.9% | -21.3% | -26.4% |
| 6M | -17.5% | -5.7% | -11.7% | -17.0% |
| YTD | +25.8% | -17.8% | +43.7% | +30.1% |
| 1Y | +31.8% | -23.1% | +55.0% | +38.8% |
| 3Y | +195.3% | +21.2% | +174.1% | +168.4% |
| All | +286.1% | +76.7% | +209.4% | +223.1% |
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