+160,143.0%
KLAC vs OMC
+5,896.1%
+154,246.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.8% |
| 7D | +10.6% | -5.8% | +16.3% | +13.8% |
| 30D | -4.5% | -4.8% | +0.3% | -2.4% |
| 3M | -10.3% | +9.2% | -19.5% | -16.4% |
| 6M | +40.9% | -2.5% | +43.4% | +38.3% |
| YTD | +56.1% | +2.6% | +53.5% | +46.0% |
| 1Y | +109.0% | +5.9% | +103.1% | +89.1% |
| 3Y | +288.8% | +14.2% | +274.6% | +231.0% |
| 5Y | +489.1% | +33.2% | +455.9% | +354.8% |
| 10Y | +3,041.8% | +33.4% | +3,008.4% | +2,160.4% |
| All | +160,143.0% | +5,896.1% | +154,246.8% | +26,187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling