+682.0%
KLAC vs ABNB
+19.5%
+662.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +3.2% |
| 7D | +10.6% | -4.4% | +15.0% | +12.2% |
| 30D | -4.5% | -2.0% | -2.5% | -4.3% |
| 3M | -10.3% | +29.8% | -40.1% | -19.8% |
| 6M | +40.9% | +31.0% | +9.9% | +25.3% |
| YTD | +56.1% | +28.6% | +27.5% | +39.5% |
| 1Y | +109.0% | +40.1% | +69.0% | +80.8% |
| 3Y | +288.8% | +19.7% | +269.1% | +246.1% |
| 5Y | +489.1% | +6.5% | +482.7% | +410.0% |
| All | +682.0% | +19.5% | +662.5% | +578.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ABNB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling