+2,896.3%
KLAC vs Z
-2.5%
+2,898.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.8% |
| 7D | -2.7% | -6.0% | +3.4% | -1.0% |
| 30D | -13.2% | -2.3% | -10.9% | -13.1% |
| 3M | -25.0% | -0.6% | -24.4% | -26.5% |
| 6M | +23.6% | -27.6% | +51.2% | +32.4% |
| YTD | +49.2% | -52.4% | +101.6% | +79.8% |
| 1Y | +89.3% | -63.6% | +152.9% | +145.8% |
| 3Y | +274.4% | -36.4% | +310.7% | +288.5% |
| 5Y | +440.9% | -64.6% | +505.6% | +517.5% |
| All | +2,896.3% | -2.5% | +2,898.8% | +2,176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling