+113.7%
KLAC vs ICE
-7.2%
+120.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +6.3% |
| 7D | +5.7% | -0.7% | +6.4% | +5.4% |
| 30D | -3.6% | +7.6% | -11.2% | -0.1% |
| 3M | -12.8% | +13.9% | -26.7% | -3.5% |
| 6M | +26.1% | -2.4% | +28.4% | +40.8% |
| YTD | +53.3% | +0.3% | +53.1% | +72.5% |
| 1Y | +113.7% | -6.4% | +120.1% | +133.8% |
| All | +113.7% | -7.2% | +120.8% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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