+470.0%
KLAC vs LITE
+893.2%
-423.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +5.8% |
| 7D | +5.7% | -1.5% | +7.3% | +6.4% |
| 30D | -3.6% | +6.7% | -10.3% | -6.9% |
| 3M | -12.8% | -6.8% | -6.1% | -11.6% |
| 6M | +26.1% | +29.4% | -3.4% | +7.8% |
| YTD | +53.3% | +139.1% | -85.8% | 0.0% |
| 1Y | +113.7% | +521.0% | -407.3% | -12.5% |
| 3Y | +274.9% | +1,535.3% | -1,260.4% | -13.6% |
| All | +470.0% | +893.2% | -423.1% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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