+252.2%
KLAC vs ACGL
+159.2%
+92.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.0% | +9.7% | +7.0% |
| 7D | -12.3% | +0.9% | -13.2% | -12.4% |
| 30D | -29.6% | +13.7% | -43.4% | -30.8% |
| 3M | -28.2% | +8.0% | -36.3% | -29.0% |
| 6M | -23.6% | +13.3% | -36.9% | -25.4% |
| YTD | +14.4% | +11.8% | +2.6% | +11.4% |
| 1Y | +15.4% | +22.2% | -6.8% | +9.5% |
| 3Y | +184.3% | +32.5% | +151.8% | +153.2% |
| All | +252.2% | +159.2% | +92.9% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling