+89.3%
KLAC vs LEN
-41.0%
+130.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.3% |
| 7D | -2.7% | -4.8% | +2.1% | -1.3% |
| 30D | -13.2% | -6.6% | -6.6% | -11.5% |
| 3M | -25.0% | -15.7% | -9.3% | -21.1% |
| 6M | +23.6% | -16.6% | +40.2% | +28.4% |
| YTD | +49.2% | -21.3% | +70.6% | +57.8% |
| 1Y | +89.3% | -42.0% | +131.4% | +105.1% |
| All | +89.3% | -41.0% | +130.3% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling