+4,173.6%
KLAC vs EXEL
+336.4%
+3,837.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | +10.0% | -0.8% | +10.8% | +10.2% |
| 30D | -14.8% | +13.1% | -27.9% | -16.6% |
| 3M | -27.2% | +36.3% | -63.5% | -31.1% |
| 6M | -17.5% | +34.5% | -52.0% | -22.0% |
| YTD | +25.8% | +57.4% | -31.6% | +15.5% |
| 1Y | +31.8% | +62.9% | -31.1% | +20.2% |
| 3Y | +195.3% | +229.5% | -34.2% | +131.9% |
| 5Y | +285.9% | +281.2% | +4.7% | +192.4% |
| 10Y | +2,247.6% | +320.7% | +1,926.9% | +1,529.6% |
| All | +4,173.6% | +336.4% | +3,837.2% | +1,606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling