+288.8%
KLAC vs Z
-37.5%
+326.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +2.9% |
| 7D | +10.6% | -3.3% | +13.8% | +11.1% |
| 30D | -4.5% | -3.7% | -0.8% | -4.3% |
| 3M | -10.3% | -7.0% | -3.3% | -10.0% |
| 6M | +40.9% | -29.5% | +70.4% | +50.6% |
| YTD | +56.1% | -52.6% | +108.7% | +83.8% |
| 1Y | +109.0% | -64.0% | +173.0% | +164.0% |
| 3Y | +288.8% | -36.4% | +325.3% | +310.6% |
| All | +288.8% | -37.5% | +326.3% | +310.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling