-17.5%
KLAC vs ACI
-14.9%
-2.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.5% |
| 7D | +10.0% | +2.3% | +7.7% | +11.1% |
| 30D | -14.8% | +1.2% | -16.1% | -13.7% |
| 3M | -27.2% | +6.8% | -34.0% | -24.3% |
| 6M | -17.5% | -18.7% | +1.3% | -20.9% |
| All | -17.5% | -14.9% | -2.5% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling