+288.8%
KLAC vs AA
+89.1%
+199.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.6% |
| 7D | +10.6% | +1.7% | +8.9% | +9.9% |
| 30D | -4.5% | +3.3% | -7.8% | -6.0% |
| 3M | -10.3% | -29.4% | +19.2% | -0.3% |
| 6M | +40.9% | -12.8% | +53.7% | +44.8% |
| YTD | +56.1% | -2.1% | +58.2% | +54.1% |
| 1Y | +109.0% | +62.8% | +46.3% | +74.2% |
| 3Y | +288.8% | +90.5% | +198.4% | +201.0% |
| All | +288.8% | +89.1% | +199.7% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling