+113.7%
KLAC vs KEYS
+98.0%
+15.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +6.2% |
| 7D | +5.7% | +2.3% | +3.5% | +3.9% |
| 30D | -3.6% | -2.6% | -1.0% | -1.5% |
| 3M | -12.8% | -4.6% | -8.2% | -7.9% |
| 6M | +26.1% | +8.7% | +17.3% | +24.4% |
| YTD | +53.3% | +61.0% | -7.7% | +20.8% |
| 1Y | +113.7% | +96.0% | +17.7% | +50.0% |
| All | +113.7% | +98.0% | +15.7% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling