+2,896.3%
KLAC vs AA
+122.9%
+2,773.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -2.7% | -3.4% | +0.7% | -1.7% |
| 30D | -13.2% | -5.8% | -7.4% | -11.8% |
| 3M | -25.0% | -29.9% | +4.9% | -17.1% |
| 6M | +23.6% | -27.0% | +50.6% | +33.8% |
| YTD | +49.2% | -8.7% | +57.9% | +50.8% |
| 1Y | +89.3% | +50.6% | +38.7% | +64.2% |
| 3Y | +274.4% | +74.1% | +200.3% | +196.3% |
| 5Y | +440.9% | +2.6% | +438.3% | +359.2% |
| All | +2,896.3% | +122.9% | +2,773.4% | +1,561.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling