+4,210.1%
KLAC vs Z
+25.1%
+4,185.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +7.9% |
| 7D | +5.7% | -3.0% | +8.7% | +6.5% |
| 30D | -3.6% | -4.2% | +0.6% | -3.1% |
| 3M | -12.8% | -3.7% | -9.1% | -13.5% |
| 6M | +26.1% | -24.5% | +50.6% | +33.1% |
| YTD | +53.3% | -49.3% | +102.6% | +79.9% |
| 1Y | +113.7% | -58.7% | +172.3% | +163.6% |
| 3Y | +274.9% | -34.1% | +309.0% | +286.3% |
| 5Y | +470.1% | -64.5% | +534.7% | +546.5% |
| 10Y | +2,997.0% | -0.5% | +2,997.5% | +2,438.2% |
| All | +4,210.1% | +25.1% | +4,185.0% | +3,224.8% |
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