+2,247.0%
KLAC vs A
+302.9%
+1,944.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.6% |
| 7D | +10.0% | -0.5% | +10.4% | +10.4% |
| 30D | -14.8% | 0.0% | -14.8% | -14.3% |
| 3M | -27.2% | +16.7% | -43.9% | -34.8% |
| 6M | -17.5% | +54.8% | -72.3% | -41.3% |
| YTD | +25.8% | +28.8% | -3.0% | +1.9% |
| 1Y | +31.8% | +19.3% | +12.5% | +12.9% |
| 3Y | +195.3% | +65.5% | +129.8% | +85.9% |
| 5Y | +285.9% | +12.1% | +273.9% | +227.3% |
| All | +2,247.0% | +302.9% | +1,944.1% | +716.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling