+195.3%
KLAC vs EXPD
+75.3%
+120.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | +10.0% | +5.5% | +4.5% | +7.4% |
| 30D | -14.8% | -0.8% | -14.0% | -14.2% |
| 3M | -27.2% | +4.1% | -31.3% | -28.3% |
| 6M | -17.5% | +25.7% | -43.1% | -24.9% |
| YTD | +25.8% | +31.4% | -5.6% | +11.0% |
| 1Y | +31.8% | +42.2% | -10.4% | +11.8% |
| 3Y | +195.3% | +77.2% | +118.1% | +119.0% |
| All | +195.3% | +75.3% | +120.0% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling