+2,381.5%
KLAC vs EXPD
+337.7%
+2,043.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.4% | +3.2% |
| 7D | +7.5% | -1.6% | +9.1% | +9.1% |
| 30D | -15.3% | +0.6% | -15.9% | -15.4% |
| 3M | -19.6% | +9.8% | -29.4% | -24.5% |
| 6M | -12.5% | +25.8% | -38.3% | -25.5% |
| YTD | +33.0% | +31.3% | +1.7% | +7.3% |
| 1Y | +35.9% | +40.9% | -5.0% | +3.8% |
| 3Y | +208.6% | +74.7% | +133.9% | +92.0% |
| 5Y | +309.5% | +62.9% | +246.6% | +165.2% |
| 10Y | +2,381.5% | +334.3% | +2,047.2% | +706.1% |
| All | +2,381.5% | +337.7% | +2,043.8% | +706.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling