+416.3%
KLAC vs ONON
-22.6%
+438.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.1% |
| 30D | -13.2% | -11.6% | -1.6% | -10.2% |
| 3M | -25.0% | -30.1% | +5.1% | -18.7% |
| 6M | +23.6% | -30.5% | +54.1% | +33.6% |
| YTD | +49.2% | -41.0% | +90.2% | +68.9% |
| 1Y | +89.3% | -36.7% | +126.0% | +108.0% |
| 3Y | +274.4% | -8.6% | +283.0% | +255.5% |
| All | +416.3% | -22.6% | +438.8% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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