+165.3%
KLAC vs ZYBT
-58.9%
+224.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +1.9% |
| 7D | -2.7% | -3.7% | +1.1% | -2.7% |
| 30D | -13.2% | 0.0% | -13.2% | -13.2% |
| 3M | -25.0% | +72.2% | -97.2% | -23.2% |
| 6M | +23.6% | +103.1% | -79.5% | +25.5% |
| YTD | +49.2% | +34.8% | +14.4% | +52.3% |
| 1Y | +89.3% | -83.2% | +172.5% | +98.5% |
| All | +165.3% | -58.9% | +224.2% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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