+522.4%
KLAC vs ABCL
-79.5%
+601.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.2% | +4.1% | +8.4% |
| 7D | -1.1% | +12.4% | -13.5% | -2.9% |
| 30D | -22.6% | -0.4% | -22.2% | -22.5% |
| 3M | -23.5% | +80.4% | -103.9% | -32.0% |
| 6M | -18.8% | +138.5% | -157.4% | -32.3% |
| YTD | +25.0% | +265.5% | -240.5% | -4.5% |
| 1Y | +27.5% | +219.7% | -192.2% | -0.5% |
| 3Y | +206.1% | +209.4% | -3.3% | +124.5% |
| 5Y | +281.0% | -15.0% | +296.0% | +225.5% |
| All | +522.4% | -79.5% | +601.9% | +481.6% |
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