+945.6%
KLAC vs ACI
+25.9%
+919.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.3% |
| 7D | +5.7% | +0.2% | +5.6% | +5.7% |
| 30D | -3.6% | +5.9% | -9.5% | -3.4% |
| 3M | -12.8% | -19.8% | +7.0% | -12.9% |
| 6M | +26.1% | -24.7% | +50.8% | +26.0% |
| YTD | +53.3% | -24.4% | +77.7% | +53.1% |
| 1Y | +113.7% | -31.5% | +145.2% | +114.3% |
| 3Y | +274.9% | -38.7% | +313.6% | +277.0% |
| 5Y | +470.1% | -42.8% | +512.9% | +467.6% |
| All | +945.6% | +25.9% | +919.7% | +865.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling