+157,277.0%
KLAC vs EXPD
+30,859.1%
+126,417.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.9% |
| 7D | +5.7% | -1.1% | +6.9% | +6.3% |
| 30D | -3.6% | +4.1% | -7.7% | -5.2% |
| 3M | -12.8% | +17.9% | -30.7% | -18.6% |
| 6M | +26.1% | +29.2% | -3.2% | +12.8% |
| YTD | +53.3% | +27.4% | +26.0% | +37.1% |
| 1Y | +113.7% | +56.8% | +56.8% | +74.1% |
| 3Y | +274.9% | +68.0% | +206.8% | +194.6% |
| 5Y | +470.1% | +61.9% | +408.3% | +356.9% |
| 10Y | +2,997.0% | +316.0% | +2,681.0% | +1,637.3% |
| All | +157,277.0% | +30,859.1% | +126,417.9% | +27,062.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling