+2,838.9%
KLAC vs O
+54.2%
+2,784.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | +2.5% | -3.5% | +6.0% | +3.9% |
| 30D | -11.5% | -3.3% | -8.2% | -10.4% |
| 3M | -16.9% | -2.8% | -14.1% | -16.6% |
| 6M | +22.2% | -5.8% | +28.0% | +24.0% |
| YTD | +46.4% | +9.4% | +37.0% | +39.2% |
| 1Y | +91.0% | +5.7% | +85.3% | +84.1% |
| 3Y | +264.6% | +27.2% | +237.3% | +215.4% |
| 5Y | +430.6% | +17.2% | +413.4% | +376.2% |
| All | +2,838.9% | +54.2% | +2,784.7% | +2,148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling