-23.6%
KLAC vs LIN
+4.2%
-27.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.0% |
| 7D | -12.3% | +0.2% | -12.5% | -12.0% |
| 30D | -29.6% | +6.5% | -36.1% | -27.4% |
| 3M | -28.2% | +5.5% | -33.7% | -26.3% |
| 6M | -23.6% | +3.3% | -26.9% | -24.6% |
| All | -23.6% | +4.2% | -27.8% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling