+6,899.4%
KLAC vs EXPE
+851.4%
+6,047.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +7.8% |
| 7D | +5.7% | -9.5% | +15.3% | +8.9% |
| 30D | -3.6% | -6.6% | +3.0% | -2.0% |
| 3M | -12.8% | +31.4% | -44.2% | -21.5% |
| 6M | +26.1% | +35.2% | -9.1% | +11.0% |
| YTD | +53.3% | +5.8% | +47.5% | +44.8% |
| 1Y | +113.7% | +38.7% | +75.0% | +82.9% |
| 3Y | +274.9% | +175.8% | +99.1% | +146.6% |
| 5Y | +470.1% | +111.8% | +358.3% | +292.7% |
| 10Y | +2,997.0% | +179.7% | +2,817.3% | +1,671.2% |
| All | +6,899.4% | +851.4% | +6,047.9% | +1,731.0% |
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 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