+2,381.5%
KLAC vs LIN
+418.8%
+1,962.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.5% |
| 7D | +7.5% | +0.3% | +7.1% | +7.3% |
| 30D | -15.3% | +8.0% | -23.4% | -20.8% |
| 3M | -19.6% | +7.7% | -27.3% | -25.0% |
| 6M | -12.5% | +5.1% | -17.6% | -17.7% |
| YTD | +33.0% | +24.7% | +8.3% | +7.1% |
| 1Y | +35.9% | +25.1% | +10.8% | +8.8% |
| 3Y | +208.6% | +36.8% | +171.8% | +124.7% |
| 5Y | +309.5% | +67.9% | +241.6% | +148.1% |
| 10Y | +2,381.5% | +427.2% | +1,954.3% | +551.3% |
| All | +2,381.5% | +418.8% | +1,962.7% | +551.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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