+36.1%
KLAC vs ABCL
+201.8%
-165.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.8% |
| 7D | +21.2% | +4.4% | +16.8% | +20.2% |
| 30D | -14.5% | -7.9% | -6.7% | -13.2% |
| 3M | -24.4% | +12.2% | -36.6% | -26.1% |
| 6M | -12.9% | +134.7% | -147.7% | -28.5% |
| YTD | +29.9% | +239.8% | -209.8% | -6.1% |
| All | +36.1% | +201.8% | -165.7% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling