+2,838.9%
KLAC vs EXPE
+165.2%
+2,673.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.6% |
| 7D | +2.5% | -8.7% | +11.1% | +5.2% |
| 30D | -11.5% | -13.6% | +2.1% | -7.9% |
| 3M | -16.9% | +26.6% | -43.6% | -25.0% |
| 6M | +22.2% | +19.9% | +2.3% | +11.5% |
| YTD | +46.4% | -1.7% | +48.1% | +40.9% |
| 1Y | +91.0% | +29.4% | +61.6% | +64.7% |
| 3Y | +264.6% | +155.7% | +108.9% | +133.5% |
| 5Y | +430.6% | +93.1% | +337.5% | +258.5% |
| All | +2,838.9% | +165.2% | +2,673.7% | +1,419.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling