+433.3%
KLAC vs ICE
+40.4%
+392.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +1.6% |
| 7D | -2.7% | -2.4% | -0.3% | -1.8% |
| 30D | -13.2% | +4.0% | -17.2% | -14.8% |
| 3M | -25.0% | +13.7% | -38.7% | -29.9% |
| 6M | +23.6% | +0.9% | +22.7% | +22.4% |
| YTD | +49.2% | -2.1% | +51.4% | +49.6% |
| 1Y | +89.3% | -9.5% | +98.8% | +99.2% |
| 3Y | +274.4% | +42.1% | +232.3% | +175.9% |
| All | +433.3% | +40.4% | +392.9% | +289.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling