+5,644.3%
KLAC vs EXPE
+723.5%
+4,920.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +10.0% | -0.5% | +10.5% | +10.2% |
| 30D | -14.8% | -6.1% | -8.7% | -13.9% |
| 3M | -27.2% | -21.3% | -5.9% | -23.0% |
| 6M | -17.5% | +19.0% | -36.5% | -24.5% |
| YTD | +25.8% | -8.4% | +34.2% | +22.5% |
| 1Y | +31.8% | -2.8% | +34.6% | +25.7% |
| 3Y | +195.3% | +120.8% | +74.5% | +106.8% |
| 5Y | +285.9% | +46.2% | +239.8% | +196.2% |
| 10Y | +2,247.6% | +123.8% | +2,123.8% | +1,319.7% |
| All | +5,644.3% | +723.5% | +4,920.8% | +1,449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling