+252.2%
KLAC vs LIN
+64.4%
+187.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +7.5% |
| 7D | -12.3% | +0.2% | -12.5% | -12.6% |
| 30D | -29.6% | +6.5% | -36.1% | -33.0% |
| 3M | -28.2% | +5.5% | -33.7% | -31.5% |
| 6M | -23.6% | +3.3% | -26.9% | -26.9% |
| YTD | +14.4% | +22.0% | -7.6% | -5.3% |
| 1Y | +15.4% | +25.7% | -10.3% | -7.2% |
| 3Y | +184.3% | +36.2% | +148.1% | +108.2% |
| All | +252.2% | +64.4% | +187.8% | +110.3% |
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 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