+129,625.7%
KLAC vs KEY
+1,006.9%
+128,618.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -21.8% | +6.9% | -28.6% | -23.4% |
| 3M | -20.5% | -5.0% | -15.5% | -19.3% |
| 6M | -18.0% | +0.7% | -18.7% | -18.2% |
| YTD | +26.4% | +6.5% | +19.9% | +23.9% |
| 1Y | +26.3% | +22.6% | +3.7% | +18.3% |
| 3Y | +193.3% | +125.3% | +67.9% | +122.9% |
| 5Y | +297.2% | +13.9% | +283.3% | +258.9% |
| 10Y | +2,288.0% | +105.3% | +2,182.6% | +1,574.7% |
| All | +129,625.7% | +1,006.9% | +128,618.7% | +38,915.5% |
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