+26.2%
KLAC vs EXPE
+48.9%
-22.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.5% | -14.6% | -3.2% |
| 7D | -5.7% | +14.6% | -20.3% | -4.5% |
| 30D | -27.6% | +21.4% | -49.0% | -26.5% |
| 3M | -23.3% | +1.4% | -24.6% | -22.6% |
| 6M | -12.4% | +28.6% | -41.0% | -12.2% |
| YTD | +23.7% | +12.1% | +11.6% | +27.1% |
| 1Y | +26.2% | +50.0% | -23.8% | +28.1% |
| All | +26.2% | +48.9% | -22.7% | +28.1% |
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