+109.0%
KLAC vs ACGL
+2.4%
+106.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | -0.4% |
| 7D | +10.6% | -2.9% | +13.5% | +7.7% |
| 30D | -4.5% | -2.8% | -1.7% | -6.7% |
| 3M | -10.3% | +6.8% | -17.1% | -4.7% |
| 6M | +40.9% | -1.5% | +42.4% | +45.0% |
| YTD | +56.1% | -0.2% | +56.3% | +63.7% |
| 1Y | +109.0% | +5.3% | +103.7% | +126.0% |
| All | +109.0% | +2.4% | +106.7% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling