-12.9%
KLAC vs A
+55.1%
-68.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.6% |
| 7D | +21.2% | +0.7% | +20.5% | +21.0% |
| 30D | -14.5% | +0.8% | -15.3% | -14.0% |
| 3M | -24.4% | +16.9% | -41.3% | -25.2% |
| 6M | -12.9% | +53.8% | -66.7% | -14.7% |
| All | -12.9% | +55.1% | -68.1% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling