+4,130.8%
KLAC vs ON
+185.7%
+3,945.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.5% | -1.8% |
| 7D | +10.0% | +12.2% | -2.3% | +5.6% |
| 30D | -14.8% | -3.1% | -11.7% | -13.4% |
| 3M | -27.2% | -12.9% | -14.3% | -23.4% |
| 6M | -17.5% | -38.6% | +21.1% | -2.2% |
| YTD | +25.8% | +31.2% | -5.4% | +13.0% |
| 1Y | +31.8% | +47.6% | -15.8% | +13.3% |
| 3Y | +195.3% | +6.6% | +188.7% | +175.0% |
| 5Y | +285.9% | +21.3% | +264.7% | +238.8% |
| 10Y | +2,247.6% | +533.3% | +1,714.3% | +1,076.5% |
| All | +4,130.8% | +185.7% | +3,945.2% | +2,085.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling