+195.3%
KLAC vs AA
+67.6%
+127.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | +10.0% | +0.5% | +9.5% | +9.9% |
| 30D | -14.8% | -0.6% | -14.2% | -14.3% |
| 3M | -27.2% | -19.7% | -7.5% | -21.5% |
| 6M | -17.5% | -41.6% | +24.1% | -1.6% |
| YTD | +25.8% | -24.6% | +50.5% | +35.9% |
| 1Y | +31.8% | +4.9% | +27.0% | +27.4% |
| 3Y | +195.3% | +66.8% | +128.5% | +144.4% |
| All | +195.3% | +67.6% | +127.7% | +144.4% |
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