+452.1%
KLAC vs Z
-65.8%
+517.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +6.2% | -7.1% | +13.2% | +8.0% |
| 30D | -5.0% | -4.8% | -0.2% | -4.4% |
| 3M | -14.4% | -9.3% | -5.1% | -13.8% |
| 6M | +28.3% | -29.0% | +57.3% | +37.7% |
| YTD | +51.1% | -52.9% | +104.0% | +81.1% |
| 1Y | +100.4% | -63.1% | +163.5% | +156.3% |
| 3Y | +276.3% | -36.9% | +313.2% | +290.1% |
| 5Y | +452.1% | -65.5% | +517.6% | +451.5% |
| All | +452.1% | -65.8% | +517.8% | +451.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling