+5,107.3%
KLAC vs EXEL
+273.2%
+4,834.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +5.7% | +8.4% | -2.6% | +4.2% |
| 30D | -3.6% | +4.1% | -7.7% | -4.5% |
| 3M | -12.8% | +12.4% | -25.2% | -14.9% |
| 6M | +26.1% | +41.5% | -15.5% | +18.0% |
| YTD | +53.3% | +34.6% | +18.7% | +44.6% |
| 1Y | +113.7% | +57.9% | +55.8% | +95.4% |
| 3Y | +274.9% | +159.5% | +115.4% | +206.4% |
| 5Y | +470.1% | +198.5% | +271.7% | +349.7% |
| 10Y | +2,997.0% | +411.4% | +2,585.7% | +1,959.5% |
| All | +5,107.3% | +273.2% | +4,834.1% | +2,037.3% |
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