+5,055.2%
KLAC vs ON
+199.0%
+4,856.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.0% |
| 7D | +5.7% | +2.4% | +3.3% | +4.8% |
| 30D | -3.6% | -3.3% | -0.3% | -2.4% |
| 3M | -12.8% | -43.6% | +30.8% | +6.5% |
| 6M | +26.1% | +19.0% | +7.1% | +17.3% |
| YTD | +53.3% | +37.4% | +16.0% | +35.5% |
| 1Y | +113.7% | +54.8% | +58.9% | +80.3% |
| 3Y | +274.9% | -25.2% | +300.1% | +289.1% |
| 5Y | +470.1% | +62.7% | +407.4% | +353.2% |
| 10Y | +2,997.0% | +574.3% | +2,422.7% | +1,416.9% |
| All | +5,055.2% | +199.0% | +4,856.2% | +2,520.5% |
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