+195.3%
KLAC vs ICE
+69.4%
+125.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.1% |
| 7D | +10.0% | +3.6% | +6.4% | +10.2% |
| 30D | -14.8% | +15.1% | -29.9% | -14.3% |
| 3M | -27.2% | +15.4% | -42.5% | -26.7% |
| 6M | -17.5% | +16.1% | -33.6% | -14.1% |
| YTD | +25.8% | +11.4% | +14.5% | +32.3% |
| 1Y | +31.8% | +18.5% | +13.4% | +34.8% |
| 3Y | +195.3% | +70.5% | +124.8% | +126.0% |
| All | +195.3% | +69.4% | +125.9% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling