+279.1%
KLAC vs ON
-28.4%
+307.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +6.2% | -1.9% | +8.1% | +7.1% |
| 30D | -5.0% | -11.0% | +6.0% | +0.7% |
| 3M | -14.4% | -39.3% | +24.9% | +7.6% |
| 6M | +28.3% | +19.8% | +8.5% | +15.4% |
| YTD | +51.1% | +31.1% | +20.0% | +30.2% |
| 1Y | +100.4% | +46.0% | +54.4% | +63.1% |
| All | +279.1% | -28.4% | +307.5% | +287.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling