+113.7%
KLAC vs ACN
-24.8%
+138.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.3% | +10.6% | +5.9% |
| 7D | +5.7% | -1.5% | +7.3% | +5.1% |
| 30D | -3.6% | +9.4% | -13.0% | +0.4% |
| 3M | -12.8% | +5.6% | -18.5% | -1.6% |
| 6M | +26.1% | -9.3% | +35.3% | +42.1% |
| YTD | +53.3% | -29.0% | +82.3% | +77.7% |
| 1Y | +113.7% | -24.7% | +138.3% | +147.6% |
| All | +113.7% | -24.8% | +138.4% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling