+91.0%
KLAC vs Z
-64.6%
+155.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.4% | -3.4% |
| 7D | +2.5% | -11.6% | +14.0% | +1.4% |
| 30D | -11.5% | -8.5% | -3.1% | -12.1% |
| 3M | -16.9% | -7.9% | -9.0% | -16.3% |
| 6M | +22.2% | -29.1% | +51.3% | +26.3% |
| YTD | +46.4% | -54.2% | +100.6% | +56.0% |
| 1Y | +91.0% | -63.5% | +154.5% | +96.5% |
| All | +91.0% | -64.6% | +155.6% | +96.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling