+297.2%
KLAC vs LIN
+65.3%
+231.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -2.1% | +2.0% | -4.1% | -3.4% |
| 30D | -21.8% | +7.9% | -29.6% | -26.1% |
| 3M | -20.5% | +6.3% | -26.8% | -24.5% |
| 6M | -18.0% | +6.5% | -24.4% | -23.2% |
| YTD | +26.4% | +23.6% | +2.8% | +3.8% |
| 1Y | +26.3% | +25.7% | +0.6% | +1.9% |
| 3Y | +193.3% | +35.6% | +157.7% | +116.6% |
| 5Y | +297.2% | +65.9% | +231.4% | +134.7% |
| All | +297.2% | +65.3% | +231.9% | +134.7% |
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