+286.1%
KLAC vs EXEL
+281.2%
+4.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +10.0% | -0.8% | +10.8% | +10.2% |
| 30D | -14.8% | +13.1% | -27.9% | -16.7% |
| 3M | -27.2% | +36.3% | -63.5% | -31.4% |
| 6M | -17.5% | +34.5% | -52.0% | -22.4% |
| YTD | +25.8% | +57.4% | -31.6% | +14.1% |
| 1Y | +31.8% | +62.9% | -31.1% | +18.7% |
| 3Y | +195.3% | +229.5% | -34.2% | +118.7% |
| All | +286.1% | +281.2% | +4.9% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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