+279.1%
KLAC vs AAL
-7.7%
+286.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.2% | -1.3% | +7.5% | +6.6% |
| 30D | -5.0% | -13.7% | +8.7% | -0.3% |
| 3M | -14.4% | -8.2% | -6.2% | -12.4% |
| 6M | +28.3% | +13.1% | +15.2% | +22.2% |
| YTD | +51.1% | -15.6% | +66.7% | +56.6% |
| 1Y | +100.4% | +1.4% | +99.0% | +95.4% |
| All | +279.1% | -7.7% | +286.8% | +231.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling