+560.6%
KLAC vs EXE
+191.4%
+369.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.6% |
| 7D | +5.7% | -0.3% | +6.0% | +5.7% |
| 30D | -3.6% | +8.5% | -12.1% | -5.4% |
| 3M | -12.8% | +5.5% | -18.3% | -14.1% |
| 6M | +26.1% | -5.9% | +32.0% | +27.0% |
| YTD | +53.3% | -9.7% | +63.0% | +55.2% |
| 1Y | +113.7% | +3.6% | +110.1% | +107.7% |
| 3Y | +274.9% | +18.0% | +256.8% | +249.1% |
| 5Y | +470.1% | +109.4% | +360.7% | +388.7% |
| All | +560.6% | +191.4% | +369.2% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling