+118,175.7%
KLAC vs LIN
+10,749.5%
+107,426.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.7% | -12.7% | -13.0% |
| 7D | -22.5% | +3.6% | -26.1% | -24.0% |
| 30D | -34.3% | +6.4% | -40.6% | -36.5% |
| 3M | -32.6% | +6.5% | -39.1% | -35.1% |
| 6M | -24.9% | +4.9% | -29.8% | -27.6% |
| YTD | +7.2% | +23.4% | -16.2% | -5.4% |
| 1Y | +6.3% | +26.3% | -20.0% | -7.5% |
| 3Y | +166.1% | +38.0% | +128.1% | +120.8% |
| 5Y | +227.0% | +68.0% | +159.0% | +148.1% |
| 10Y | +1,940.3% | +437.1% | +1,503.2% | +822.3% |
| All | +118,175.7% | +10,749.5% | +107,426.3% | +20,628.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling