+430.6%
KLAC vs AAL
-36.6%
+467.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | -11.5% | -16.0% | +4.4% | -5.7% |
| 3M | -16.9% | -4.2% | -12.7% | -16.0% |
| 6M | +22.2% | +15.7% | +6.6% | +14.6% |
| YTD | +46.4% | -16.2% | +62.5% | +53.2% |
| 1Y | +91.0% | +0.2% | +90.8% | +86.0% |
| 3Y | +264.6% | -8.1% | +272.6% | +234.7% |
| 5Y | +430.6% | -32.2% | +462.8% | +415.4% |
| All | +430.6% | -36.6% | +467.2% | +415.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling