+309.5%
KLAC vs ACI
-41.8%
+351.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.1% |
| 7D | +7.5% | -5.3% | +12.8% | +6.9% |
| 30D | -15.3% | +5.0% | -20.3% | -14.8% |
| 3M | -19.6% | +7.5% | -27.1% | -18.9% |
| 6M | -12.5% | -16.0% | +3.5% | -12.2% |
| YTD | +33.0% | -20.6% | +53.6% | +33.3% |
| 1Y | +35.9% | -23.5% | +59.5% | +36.6% |
| 3Y | +208.6% | -32.1% | +240.8% | +210.5% |
| 5Y | +309.5% | -42.5% | +352.0% | +300.0% |
| All | +309.5% | -41.8% | +351.3% | +300.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling