+452.1%
KLAC vs A
-16.2%
+468.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.4% |
| 7D | +6.2% | -4.4% | +10.6% | +8.9% |
| 30D | -5.0% | -2.7% | -2.3% | -3.8% |
| 3M | -14.4% | +7.0% | -21.5% | -18.2% |
| 6M | +28.3% | +24.6% | +3.7% | +10.1% |
| YTD | +51.1% | +7.0% | +44.1% | +42.5% |
| 1Y | +100.4% | +15.6% | +84.8% | +78.9% |
| 3Y | +276.3% | +29.9% | +246.4% | +199.9% |
| 5Y | +452.1% | -15.4% | +467.4% | +480.5% |
| All | +452.1% | -16.2% | +468.3% | +480.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling