+5,060.1%
KLAC vs ACM
+252.1%
+4,808.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.4% |
| 7D | +10.0% | +5.6% | +4.4% | +7.5% |
| 30D | -14.8% | +20.8% | -35.6% | -21.7% |
| 3M | -27.2% | +11.4% | -38.6% | -31.1% |
| 6M | -17.5% | +0.9% | -18.4% | -19.5% |
| YTD | +25.8% | -24.8% | +50.6% | +38.7% |
| 1Y | +31.8% | -46.4% | +78.3% | +68.7% |
| 3Y | +195.3% | -9.2% | +204.5% | +197.8% |
| 5Y | +285.9% | +5.0% | +281.0% | +267.7% |
| 10Y | +2,247.6% | +130.6% | +2,117.0% | +1,436.6% |
| All | +5,060.1% | +252.1% | +4,808.0% | +2,575.4% |
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