+113.7%
KLAC vs AAL
-2.5%
+116.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +6.8% |
| 7D | +5.7% | -3.7% | +9.5% | +7.4% |
| 30D | -3.6% | -20.8% | +17.2% | +5.5% |
| 3M | -12.8% | -1.3% | -11.5% | -12.9% |
| 6M | +26.1% | +5.4% | +20.7% | +21.0% |
| YTD | +53.3% | -14.4% | +67.7% | +56.6% |
| 1Y | +113.7% | +2.1% | +111.6% | +105.5% |
| All | +113.7% | -2.5% | +116.2% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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