+6,187.5%
KLAC vs ACM
+230.8%
+5,956.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +5.7% | -3.7% | +9.5% | +7.5% |
| 30D | -3.6% | -11.1% | +7.5% | +0.3% |
| 3M | -12.8% | -8.0% | -4.8% | -11.1% |
| 6M | +26.1% | -29.7% | +55.7% | +44.4% |
| YTD | +53.3% | -29.4% | +82.7% | +74.3% |
| 1Y | +113.7% | -46.4% | +160.1% | +174.3% |
| 3Y | +274.9% | -22.3% | +297.2% | +305.9% |
| 5Y | +470.1% | +4.5% | +465.7% | +445.9% |
| 10Y | +2,997.0% | +127.6% | +2,869.4% | +1,939.5% |
| All | +6,187.5% | +230.8% | +5,956.7% | +3,261.9% |
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