+288.8%
KLAC vs ACI
-43.5%
+332.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.0% |
| 7D | +10.6% | -2.6% | +13.2% | +9.9% |
| 30D | -4.5% | +1.1% | -5.6% | -4.1% |
| 3M | -10.3% | -23.6% | +13.4% | -14.0% |
| 6M | +40.9% | -29.9% | +70.8% | +33.9% |
| YTD | +56.1% | -26.9% | +83.0% | +49.2% |
| 1Y | +109.0% | -34.2% | +143.3% | +98.8% |
| 3Y | +288.8% | -43.6% | +332.5% | +278.9% |
| All | +288.8% | -43.5% | +332.3% | +278.9% |
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