+286.1%
KLAC vs LIN
+67.2%
+219.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.8% | -3.6% |
| 7D | +10.0% | +2.1% | +7.9% | +8.5% |
| 30D | -14.8% | +6.8% | -21.6% | -18.9% |
| 3M | -27.2% | +10.4% | -37.5% | -32.5% |
| 6M | -17.5% | +3.2% | -20.6% | -20.6% |
| YTD | +25.8% | +24.6% | +1.2% | +2.8% |
| 1Y | +31.8% | +24.4% | +7.4% | +7.5% |
| 3Y | +195.3% | +36.7% | +158.6% | +116.8% |
| All | +286.1% | +67.2% | +219.0% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling