+470.0%
KLAC vs LIN
+61.6%
+408.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +8.0% |
| 7D | +5.7% | -2.1% | +7.8% | +7.3% |
| 30D | -3.6% | -2.4% | -1.2% | -2.2% |
| 3M | -12.8% | -5.6% | -7.2% | -10.4% |
| 6M | +26.1% | -3.4% | +29.4% | +26.6% |
| YTD | +53.3% | +13.1% | +40.2% | +34.4% |
| 1Y | +113.7% | +2.5% | +111.2% | +102.6% |
| 3Y | +274.9% | +27.6% | +247.3% | +187.2% |
| All | +470.0% | +61.6% | +408.5% | +247.8% |
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