+430.6%
KLAC vs ON
+51.2%
+379.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.5% |
| 7D | +2.5% | -4.7% | +7.2% | +5.1% |
| 30D | -11.5% | -13.5% | +2.0% | -4.2% |
| 3M | -16.9% | -36.3% | +19.4% | +4.3% |
| 6M | +22.2% | +17.8% | +4.5% | +8.0% |
| YTD | +46.4% | +29.6% | +16.8% | +22.4% |
| 1Y | +91.0% | +45.8% | +45.2% | +48.3% |
| 3Y | +264.6% | -28.3% | +292.9% | +284.0% |
| 5Y | +430.6% | +49.6% | +380.9% | +245.8% |
| All | +430.6% | +51.2% | +379.4% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling