+113.7%
KLAC vs AA
+63.2%
+50.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +8.1% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | -3.6% | +5.0% | -8.6% | -5.9% |
| 3M | -12.8% | -35.8% | +23.0% | +0.1% |
| 6M | +26.1% | -18.4% | +44.4% | +32.5% |
| YTD | +53.3% | -5.5% | +58.8% | +52.4% |
| 1Y | +113.7% | +61.0% | +52.7% | +87.6% |
| All | +113.7% | +63.2% | +50.5% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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