+30,607.7%
KLAC vs O
+5,387.7%
+25,220.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.7% |
| 7D | +5.7% | -0.7% | +6.5% | +6.0% |
| 30D | -3.6% | -1.9% | -1.7% | -2.9% |
| 3M | -12.8% | +3.8% | -16.7% | -15.0% |
| 6M | +26.1% | -4.7% | +30.8% | +27.4% |
| YTD | +53.3% | +12.5% | +40.8% | +44.0% |
| 1Y | +113.7% | +10.8% | +102.8% | +101.7% |
| 3Y | +274.9% | +28.8% | +246.1% | +223.8% |
| 5Y | +470.1% | +13.2% | +457.0% | +419.3% |
| 10Y | +2,997.0% | +53.5% | +2,943.6% | +2,232.0% |
| All | +30,607.7% | +5,387.7% | +25,220.0% | +5,165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling