+2,247.0%
KLAC vs ON
+533.9%
+1,713.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.5% | -1.2% |
| 7D | +10.0% | +12.2% | -2.3% | +3.4% |
| 30D | -14.8% | -3.1% | -11.7% | -12.9% |
| 3M | -27.2% | -12.9% | -14.3% | -21.8% |
| 6M | -17.5% | -38.6% | +21.1% | +5.2% |
| YTD | +25.8% | +31.2% | -5.4% | +4.3% |
| 1Y | +31.8% | +47.6% | -15.8% | +2.1% |
| 3Y | +195.3% | +6.6% | +188.7% | +151.5% |
| 5Y | +285.9% | +21.3% | +264.7% | +186.1% |
| All | +2,247.0% | +533.9% | +1,713.1% | +623.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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