+528.1%
KLAC vs OSCR
-9.0%
+537.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -2.7% | +1.6% | -4.3% | -2.8% |
| 30D | -13.2% | +10.7% | -23.8% | -14.2% |
| 3M | -25.0% | +13.4% | -38.4% | -26.6% |
| 6M | +23.6% | +144.6% | -121.0% | +9.5% |
| YTD | +49.2% | +128.0% | -78.8% | +33.2% |
| 1Y | +89.3% | +68.7% | +20.7% | +73.0% |
| 3Y | +274.4% | +398.8% | -124.4% | +181.4% |
| 5Y | +440.9% | +87.3% | +353.7% | +306.1% |
| All | +528.1% | -9.0% | +537.1% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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