+3,437.3%
KLAC vs Z
+7.8%
+3,429.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.6% | -4.1% |
| 7D | +10.0% | +0.8% | +9.1% | +9.7% |
| 30D | -14.8% | +5.2% | -20.0% | -16.8% |
| 3M | -27.2% | -17.0% | -10.1% | -24.8% |
| 6M | -17.5% | -22.7% | +5.2% | -14.4% |
| YTD | +25.8% | -56.3% | +82.1% | +51.5% |
| 1Y | +31.8% | -57.7% | +89.5% | +59.6% |
| 3Y | +195.3% | -16.5% | +211.8% | +179.6% |
| 5Y | +285.9% | -53.4% | +339.3% | +308.5% |
| 10Y | +2,247.6% | -15.9% | +2,263.5% | +1,879.1% |
| All | +3,437.3% | +7.8% | +3,429.5% | +2,699.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling