+663.1%
KLAC vs ABCL
-81.3%
+744.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.5% |
| 7D | +5.7% | +0.7% | +5.0% | +5.6% |
| 30D | -3.6% | +93.1% | -96.7% | -15.4% |
| 3M | -12.8% | +79.4% | -92.2% | -22.9% |
| 6M | +26.1% | +214.9% | -188.8% | 0.0% |
| YTD | +53.3% | +234.2% | -180.9% | +19.1% |
| 1Y | +113.7% | +174.8% | -61.1% | +70.5% |
| 3Y | +274.9% | +104.5% | +170.4% | +193.7% |
| 5Y | +470.1% | -39.0% | +509.2% | +406.1% |
| All | +663.1% | -81.3% | +744.4% | +625.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling