+5,082.7%
KLAC vs ACM
+252.7%
+4,830.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -2.1% | +6.6% | -8.7% | -4.6% |
| 30D | -21.8% | +19.8% | -41.5% | -27.8% |
| 3M | -20.5% | -3.1% | -17.4% | -20.6% |
| 6M | -18.0% | -11.5% | -6.4% | -15.4% |
| YTD | +26.4% | -24.7% | +51.1% | +39.3% |
| 1Y | +26.3% | -45.1% | +71.3% | +59.7% |
| 3Y | +193.3% | -8.9% | +202.1% | +195.3% |
| 5Y | +297.2% | +5.4% | +291.8% | +277.9% |
| 10Y | +2,288.0% | +131.1% | +2,156.9% | +1,461.9% |
| All | +5,082.7% | +252.7% | +4,830.0% | +2,585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling