+2,896.3%
KLAC vs ICE
+220.6%
+2,675.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +1.4% |
| 7D | -2.7% | -2.4% | -0.3% | -1.3% |
| 30D | -13.2% | +4.0% | -17.2% | -15.5% |
| 3M | -25.0% | +13.7% | -38.7% | -32.3% |
| 6M | +23.6% | +0.9% | +22.7% | +19.5% |
| YTD | +49.2% | -2.1% | +51.4% | +46.3% |
| 1Y | +89.3% | -9.5% | +98.8% | +95.1% |
| 3Y | +274.4% | +42.1% | +232.3% | +169.9% |
| 5Y | +440.9% | +41.4% | +399.6% | +286.1% |
| All | +2,896.3% | +220.6% | +2,675.7% | +1,362.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling