+6,825.4%
KLAC vs ICE
+2,331.7%
+4,493.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +8.0% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | -3.6% | +7.6% | -11.2% | -6.1% |
| 3M | -12.8% | +13.9% | -26.7% | -17.7% |
| 6M | +26.1% | -2.4% | +28.4% | +24.9% |
| YTD | +53.3% | +0.3% | +53.1% | +50.2% |
| 1Y | +113.7% | -6.4% | +120.1% | +113.7% |
| 3Y | +274.9% | +43.1% | +231.8% | +222.3% |
| 5Y | +470.1% | +42.1% | +428.0% | +392.4% |
| 10Y | +2,997.0% | +220.9% | +2,776.1% | +2,004.1% |
| All | +6,825.4% | +2,331.7% | +4,493.6% | +2,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling