+6,006.6%
KLAC vs AAL
-33.6%
+6,040.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +10.0% | -0.1% | +10.1% | +10.1% |
| 30D | -14.8% | +11.7% | -26.5% | -16.7% |
| 3M | -27.2% | -12.5% | -14.6% | -25.3% |
| 6M | -17.5% | +3.6% | -21.1% | -18.3% |
| YTD | +25.8% | -14.1% | +39.9% | +28.6% |
| 1Y | +31.8% | +0.8% | +31.1% | +30.5% |
| 3Y | +195.3% | +11.8% | +183.5% | +178.4% |
| 5Y | +285.9% | -35.1% | +321.0% | +295.8% |
| 10Y | +2,247.6% | -68.3% | +2,315.9% | +2,353.2% |
| All | +6,006.6% | -33.6% | +6,040.2% | +4,534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling