+91.0%
KLAC vs A
+14.6%
+76.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | +2.5% | -4.6% | +7.0% | +3.8% |
| 30D | -11.5% | -4.3% | -7.3% | -10.4% |
| 3M | -16.9% | +8.9% | -25.9% | -19.3% |
| 6M | +22.2% | +24.5% | -2.3% | +12.8% |
| YTD | +46.4% | +5.8% | +40.5% | +47.2% |
| 1Y | +91.0% | +16.2% | +74.8% | +81.9% |
| All | +91.0% | +14.6% | +76.4% | +81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling