+677.0%
KLAC vs ABCL
-81.2%
+758.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +10.6% | +1.4% | +9.2% | +10.3% |
| 30D | -4.5% | +65.1% | -69.6% | -13.7% |
| 3M | -10.3% | +111.1% | -121.3% | -22.9% |
| 6M | +40.9% | +231.6% | -190.7% | +10.7% |
| YTD | +56.1% | +234.5% | -178.4% | +21.2% |
| 1Y | +109.0% | +174.3% | -65.3% | +66.8% |
| 3Y | +288.8% | +111.5% | +177.4% | +203.0% |
| 5Y | +489.1% | -37.3% | +526.4% | +421.4% |
| All | +677.0% | -81.2% | +758.3% | +638.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling