+7,693.1%
KLAC vs A
+457.0%
+7,236.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.0% |
| 7D | +5.7% | -1.9% | +7.7% | +6.9% |
| 30D | -3.6% | +6.9% | -10.5% | -7.2% |
| 3M | -12.8% | +9.2% | -22.0% | -17.3% |
| 6M | +26.1% | +25.7% | +0.4% | +9.4% |
| YTD | +53.3% | +11.5% | +41.8% | +41.4% |
| 1Y | +113.7% | +18.4% | +95.3% | +90.3% |
| 3Y | +274.9% | +26.6% | +248.3% | +216.1% |
| 5Y | +470.1% | -12.8% | +483.0% | +482.4% |
| 10Y | +2,997.0% | +247.2% | +2,749.8% | +1,495.3% |
| All | +7,693.1% | +457.0% | +7,236.0% | +2,390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling