+193.3%
KLAC vs ACM
-7.4%
+200.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -2.1% | +6.6% | -8.7% | -4.4% |
| 30D | -21.8% | +19.8% | -41.5% | -27.1% |
| 3M | -20.5% | -3.1% | -17.4% | -19.8% |
| 6M | -18.0% | -11.5% | -6.4% | -13.7% |
| YTD | +26.4% | -24.7% | +51.1% | +44.4% |
| 1Y | +26.3% | -45.1% | +71.3% | +76.3% |
| 3Y | +193.3% | -8.9% | +202.1% | +182.2% |
| All | +193.3% | -7.4% | +200.6% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling