+633.2%
KLAC vs ABNB
+14.8%
+618.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.7% |
| 7D | +2.5% | -9.5% | +12.0% | +5.9% |
| 30D | -11.5% | -9.4% | -2.1% | -8.9% |
| 3M | -16.9% | +29.9% | -46.8% | -25.8% |
| 6M | +22.2% | +26.6% | -4.3% | +10.0% |
| YTD | +46.4% | +23.5% | +22.8% | +32.7% |
| 1Y | +91.0% | +35.8% | +55.2% | +67.0% |
| 3Y | +264.6% | +15.0% | +249.6% | +229.0% |
| 5Y | +430.6% | +1.5% | +429.1% | +366.3% |
| All | +633.2% | +14.8% | +618.4% | +544.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling