+430.6%
KLAC vs EXEL
+192.6%
+238.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | +2.5% | -2.9% | +5.3% | +3.0% |
| 30D | -11.5% | +11.9% | -23.4% | -13.5% |
| 3M | -16.9% | +9.2% | -26.2% | -18.7% |
| 6M | +22.2% | +39.1% | -16.8% | +13.7% |
| YTD | +46.4% | +31.0% | +15.3% | +37.5% |
| 1Y | +91.0% | +52.3% | +38.7% | +73.7% |
| 3Y | +264.6% | +159.7% | +104.8% | +186.2% |
| 5Y | +430.6% | +187.7% | +242.9% | +268.6% |
| All | +430.6% | +192.6% | +238.0% | +268.6% |
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