+489.1%
KLAC vs ACM
+4.8%
+484.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +10.6% | -0.3% | +10.9% | +10.7% |
| 30D | -4.5% | -12.9% | +8.4% | +2.3% |
| 3M | -10.3% | -6.4% | -3.9% | -9.1% |
| 6M | +40.9% | -29.2% | +70.1% | +71.4% |
| YTD | +56.1% | -29.9% | +86.0% | +88.8% |
| 1Y | +109.0% | -47.3% | +156.3% | +208.7% |
| 3Y | +288.8% | -19.6% | +308.5% | +301.3% |
| 5Y | +489.1% | +5.5% | +483.6% | +393.6% |
| All | +489.1% | +4.8% | +484.4% | +393.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling