+1,050.7%
KLAC vs ONTO
+658.6%
+392.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.2% | +1.2% | +3.3% |
| 7D | +5.7% | -1.0% | +6.8% | +6.5% |
| 30D | -3.6% | -2.9% | -0.7% | -3.5% |
| 3M | -12.8% | -2.5% | -10.4% | -12.2% |
| 6M | +26.1% | +28.2% | -2.2% | +5.0% |
| YTD | +53.3% | +69.8% | -16.5% | +7.1% |
| 1Y | +113.7% | +162.9% | -49.2% | +11.1% |
| 3Y | +274.9% | +95.9% | +178.9% | +99.6% |
| 5Y | +470.1% | +244.5% | +225.7% | +91.4% |
| All | +1,050.7% | +658.6% | +392.1% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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