+212.1%
KLAC vs ACI
-31.8%
+244.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +4.8% |
| 7D | +7.5% | -5.3% | +12.8% | +5.7% |
| 30D | -15.3% | +5.0% | -20.3% | -13.8% |
| 3M | -19.6% | +7.5% | -27.1% | -17.3% |
| 6M | -12.5% | -16.0% | +3.5% | -13.5% |
| YTD | +33.0% | -20.6% | +53.6% | +30.7% |
| 1Y | +35.9% | -23.5% | +59.5% | +33.2% |
| All | +212.1% | -31.8% | +244.0% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling