+433.3%
KLAC vs ZBRA
-40.4%
+473.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.1% | +1.0% |
| 7D | -2.7% | -3.4% | +0.7% | -1.0% |
| 30D | -13.2% | -7.4% | -5.8% | -9.6% |
| 3M | -25.0% | +57.5% | -82.5% | -42.4% |
| 6M | +23.6% | +64.0% | -40.4% | -8.1% |
| YTD | +49.2% | +44.3% | +4.9% | +17.4% |
| 1Y | +89.3% | +10.9% | +78.5% | +71.5% |
| 3Y | +274.4% | +37.5% | +236.8% | +189.8% |
| All | +433.3% | -40.4% | +473.7% | +648.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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