+117,330.7%
KLAC vs KEY
+981.5%
+116,349.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | -12.3% | -1.3% | -11.0% | -11.9% |
| 30D | -29.6% | +5.1% | -34.8% | -30.8% |
| 3M | -28.2% | -7.1% | -21.1% | -26.6% |
| 6M | -23.6% | -4.4% | -19.2% | -22.5% |
| YTD | +14.4% | +4.0% | +10.4% | +12.9% |
| 1Y | +15.4% | +23.4% | -8.0% | +7.8% |
| 3Y | +184.3% | +113.9% | +70.4% | +119.6% |
| 5Y | +248.9% | +12.3% | +236.6% | +216.5% |
| 10Y | +2,076.9% | +125.5% | +1,951.5% | +1,383.9% |
| All | +117,330.7% | +981.5% | +116,349.2% | +35,461.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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