+6,951.5%
KLAC vs ICE
+2,279.0%
+4,672.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.5% |
| 7D | +10.6% | -1.2% | +11.7% | +10.9% |
| 30D | -4.5% | +5.0% | -9.5% | -6.2% |
| 3M | -10.3% | +13.9% | -24.1% | -15.3% |
| 6M | +40.9% | -4.4% | +45.3% | +40.5% |
| YTD | +56.1% | -1.9% | +58.0% | +54.0% |
| 1Y | +109.0% | -8.1% | +117.1% | +110.3% |
| 3Y | +288.8% | +42.5% | +246.3% | +234.8% |
| 5Y | +489.1% | +40.6% | +448.5% | +410.6% |
| 10Y | +3,041.8% | +217.1% | +2,824.7% | +2,043.7% |
| All | +6,951.5% | +2,279.0% | +4,672.5% | +2,492.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling