+274.4%
KLAC vs KEEL
+197.5%
+76.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.3% |
| 7D | -2.7% | +2.9% | -5.6% | -3.2% |
| 30D | -13.2% | +0.8% | -14.0% | -13.7% |
| 3M | -25.0% | -35.3% | +10.3% | -20.7% |
| 6M | +23.6% | +59.4% | -35.8% | +14.1% |
| YTD | +49.2% | +51.9% | -2.7% | +37.4% |
| 1Y | +89.3% | +75.0% | +14.3% | +66.4% |
| 3Y | +274.4% | +224.5% | +49.8% | +210.5% |
| All | +274.4% | +197.5% | +76.9% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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