+433.3%
KLAC vs KEYS
+87.1%
+346.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -1.4% |
| 7D | -2.7% | +3.5% | -6.2% | -5.4% |
| 30D | -13.2% | -4.5% | -8.7% | -9.9% |
| 3M | -25.0% | -0.4% | -24.6% | -23.4% |
| 6M | +23.6% | +19.1% | +4.5% | +10.7% |
| YTD | +49.2% | +66.7% | -17.4% | -0.5% |
| 1Y | +89.3% | +96.5% | -7.1% | +9.2% |
| 3Y | +274.4% | +155.2% | +119.2% | +66.9% |
| All | +433.3% | +87.1% | +346.2% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling