+100.4%
KLAC vs ACM
-48.7%
+149.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.7% |
| 7D | +6.2% | -3.7% | +9.9% | +6.9% |
| 30D | -5.0% | -12.7% | +7.7% | -2.2% |
| 3M | -14.4% | -9.8% | -4.6% | -12.8% |
| 6M | +28.3% | -31.4% | +59.7% | +44.5% |
| YTD | +51.1% | -32.1% | +83.2% | +69.5% |
| 1Y | +100.4% | -47.8% | +148.2% | +136.6% |
| All | +100.4% | -48.7% | +149.1% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling