+3,931.3%
KLAC vs KEYS
+1,113.8%
+2,817.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -1.0% |
| 7D | -2.7% | +3.5% | -6.2% | -5.1% |
| 30D | -13.2% | -4.5% | -8.7% | -10.2% |
| 3M | -25.0% | -0.4% | -24.6% | -23.4% |
| 6M | +23.6% | +19.1% | +4.5% | +11.8% |
| YTD | +49.2% | +66.7% | -17.4% | +3.7% |
| 1Y | +89.3% | +96.5% | -7.1% | +16.0% |
| 3Y | +274.4% | +155.2% | +119.2% | +87.3% |
| 5Y | +440.9% | +88.0% | +353.0% | +235.7% |
| 10Y | +2,947.7% | +1,046.8% | +1,900.9% | +699.3% |
| All | +3,931.3% | +1,113.8% | +2,817.6% | +967.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling