+184.3%
KLAC vs ABCL
+156.0%
+28.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.7% | 0.0% | +5.4% |
| 7D | -12.3% | -3.2% | -9.1% | -11.7% |
| 30D | -29.6% | -7.4% | -22.2% | -28.7% |
| 3M | -28.2% | +81.9% | -110.2% | -36.5% |
| 6M | -23.6% | +135.7% | -159.3% | -36.6% |
| YTD | +14.4% | +247.4% | -233.0% | -13.0% |
| 1Y | +15.4% | +162.3% | -146.8% | -8.0% |
| 3Y | +184.3% | +165.5% | +18.8% | +107.2% |
| All | +184.3% | +156.0% | +28.3% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling