+157,276.9%
KLAC vs AA
+295.2%
+156,981.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +8.0% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | -3.6% | +5.0% | -8.6% | -5.6% |
| 3M | -12.8% | -35.8% | +23.0% | +0.4% |
| 6M | +26.1% | -18.4% | +44.4% | +32.5% |
| YTD | +53.3% | -5.5% | +58.8% | +53.1% |
| 1Y | +113.7% | +61.0% | +52.7% | +77.4% |
| 3Y | +274.9% | +66.2% | +208.7% | +189.8% |
| 5Y | +470.1% | +11.4% | +458.8% | +356.9% |
| 10Y | +2,997.0% | +116.9% | +2,880.1% | +1,488.4% |
| All | +157,276.9% | +295.2% | +156,981.8% | +43,678.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling