+2,896.3%
KLAC vs KR
+129.5%
+2,766.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.8% | +2.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -13.2% | +5.1% | -18.2% | -13.0% |
| 3M | -25.0% | -8.2% | -16.9% | -24.9% |
| 6M | +23.6% | -18.0% | +41.6% | +23.8% |
| YTD | +49.2% | -4.8% | +54.0% | +48.8% |
| 1Y | +89.3% | -11.0% | +100.4% | +89.1% |
| 3Y | +274.4% | +37.7% | +236.7% | +255.6% |
| 5Y | +440.9% | +52.8% | +388.2% | +404.3% |
| All | +2,896.3% | +129.5% | +2,766.8% | +2,518.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling