+2,047.5%
KLAC vs EXPD
+304.0%
+1,743.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +8.3% |
| 7D | -12.3% | -7.2% | -5.1% | -7.4% |
| 30D | -29.6% | -3.3% | -26.4% | -27.8% |
| 3M | -28.2% | +3.4% | -31.6% | -29.8% |
| 6M | -23.6% | +22.7% | -46.3% | -33.7% |
| YTD | +14.4% | +24.5% | -10.1% | -4.3% |
| 1Y | +15.4% | +38.6% | -23.2% | -11.0% |
| 3Y | +184.3% | +71.5% | +112.8% | +78.5% |
| 5Y | +248.9% | +56.2% | +192.6% | +132.3% |
| All | +2,047.5% | +304.0% | +1,743.5% | +652.7% |
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