+15,859.4%
KLAC vs ACGL
+4,429.2%
+11,430.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.1% | +7.9% |
| 7D | +5.7% | -0.7% | +6.5% | +5.9% |
| 30D | -3.6% | -1.0% | -2.6% | -3.4% |
| 3M | -12.8% | +11.0% | -23.9% | -16.7% |
| 6M | +26.1% | -0.3% | +26.4% | +24.3% |
| YTD | +53.3% | +2.3% | +51.0% | +49.3% |
| 1Y | +113.7% | +6.4% | +107.3% | +104.4% |
| 3Y | +274.9% | +34.0% | +240.9% | +223.6% |
| 5Y | +470.1% | +161.6% | +308.5% | +285.3% |
| 10Y | +2,997.0% | +278.6% | +2,718.4% | +1,737.3% |
| All | +15,859.4% | +4,429.2% | +11,430.1% | +5,457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling