+298.6%
KLAC vs EXPE
+44.3%
+254.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +21.2% | -4.2% | +25.4% | +22.5% |
| 30D | -14.5% | -4.5% | -10.0% | -14.0% |
| 3M | -24.4% | -19.7% | -4.7% | -20.7% |
| 6M | -12.9% | +18.3% | -31.2% | -20.5% |
| YTD | +29.9% | -7.3% | +37.3% | +26.5% |
| 1Y | +31.9% | -3.9% | +35.8% | +26.5% |
| 3Y | +201.5% | +123.0% | +78.5% | +96.8% |
| 5Y | +298.6% | +47.9% | +250.6% | +192.8% |
| All | +298.6% | +44.3% | +254.3% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling