+452.1%
KLAC vs O
+12.6%
+439.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +6.2% | -2.3% | +8.4% | +6.7% |
| 30D | -5.0% | -2.4% | -2.5% | -4.5% |
| 3M | -14.4% | -0.6% | -13.8% | -14.8% |
| 6M | +28.3% | -5.0% | +33.3% | +29.3% |
| YTD | +51.1% | +10.4% | +40.7% | +44.8% |
| 1Y | +100.4% | +6.6% | +93.8% | +94.2% |
| 3Y | +276.3% | +28.4% | +248.0% | +227.7% |
| 5Y | +452.1% | +15.3% | +436.8% | +422.0% |
| All | +452.1% | +12.6% | +439.5% | +422.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling