+470.0%
KLAC vs ACGL
+161.8%
+308.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.1% | +7.5% |
| 7D | +5.7% | -0.7% | +6.5% | +5.8% |
| 30D | -3.6% | -1.0% | -2.6% | -3.6% |
| 3M | -12.8% | +11.0% | -23.9% | -15.2% |
| 6M | +26.1% | -0.3% | +26.4% | +25.4% |
| YTD | +53.3% | +2.3% | +51.0% | +51.1% |
| 1Y | +113.7% | +6.4% | +107.3% | +107.6% |
| 3Y | +274.9% | +34.0% | +240.9% | +222.0% |
| All | +470.0% | +161.8% | +308.3% | +243.6% |
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