+252.2%
KLAC vs ABCL
-21.8%
+274.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.6% |
| 3M | -28.2% | +81.9% | -110.2% | -37.2% |
| 6M | -23.6% | +135.7% | -159.3% | -37.6% |
| YTD | +14.4% | +247.4% | -233.0% | -14.8% |
| 1Y | +15.4% | +162.3% | -146.8% | -9.6% |
| 3Y | +184.3% | +165.5% | +18.8% | +105.2% |
| All | +252.2% | -21.8% | +274.0% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling