+113.7%
KLAC vs EXPE
+40.7%
+73.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +7.3% |
| 7D | +5.7% | -9.5% | +15.3% | +5.5% |
| 30D | -3.6% | -6.6% | +3.0% | -3.7% |
| 3M | -12.8% | +31.4% | -44.2% | -14.4% |
| 6M | +26.1% | +35.2% | -9.1% | +22.1% |
| YTD | +53.3% | +5.8% | +47.5% | +55.4% |
| 1Y | +113.7% | +38.7% | +75.0% | +113.0% |
| All | +113.7% | +40.7% | +73.0% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling