+8,393.7%
KLAC vs KRE
+148.5%
+8,245.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.6% |
| 7D | +6.2% | -1.1% | +7.2% | +6.8% |
| 30D | -5.0% | -3.4% | -1.6% | -3.1% |
| 3M | -14.4% | +3.7% | -18.1% | -16.2% |
| 6M | +28.3% | +14.8% | +13.5% | +19.1% |
| YTD | +51.1% | +14.7% | +36.4% | +40.1% |
| 1Y | +100.4% | +16.0% | +84.4% | +84.0% |
| 3Y | +276.3% | +84.3% | +192.1% | +162.4% |
| 5Y | +452.1% | +30.9% | +421.2% | +356.2% |
| 10Y | +2,986.0% | +122.0% | +2,864.0% | +1,663.5% |
| All | +8,393.7% | +148.5% | +8,245.2% | +4,002.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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