+2,896.3%
KLAC vs OMC
+34.2%
+2,862.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.2% |
| 7D | -2.7% | -4.4% | +1.7% | -0.8% |
| 30D | -13.2% | -7.6% | -5.6% | -10.5% |
| 3M | -25.0% | +4.5% | -29.5% | -28.0% |
| 6M | +23.6% | -0.3% | +23.9% | +20.7% |
| YTD | +49.2% | -0.1% | +49.3% | +43.1% |
| 1Y | +89.3% | +4.6% | +84.7% | +74.9% |
| 3Y | +274.4% | +10.5% | +263.9% | +229.3% |
| 5Y | +440.9% | +31.7% | +409.2% | +329.4% |
| All | +2,896.3% | +34.2% | +2,862.1% | +2,083.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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