+154,996.0%
KLAC vs KR
+4,322.8%
+150,673.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | +6.2% | -3.1% | +9.2% | +6.8% |
| 30D | -5.0% | +0.6% | -5.6% | -5.2% |
| 3M | -14.4% | -9.8% | -4.6% | -13.4% |
| 6M | +28.3% | -22.1% | +50.4% | +32.7% |
| YTD | +51.1% | -8.1% | +59.2% | +50.6% |
| 1Y | +100.4% | -14.7% | +115.0% | +101.9% |
| 3Y | +276.3% | +28.6% | +247.8% | +239.0% |
| 5Y | +452.1% | +36.4% | +415.7% | +379.8% |
| 10Y | +2,986.0% | +120.8% | +2,865.2% | +2,159.4% |
| All | +154,996.0% | +4,322.8% | +150,673.2% | +38,572.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling