+195.3%
KLAC vs ACN
-16.0%
+211.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.1% |
| 7D | +10.0% | -3.8% | +13.8% | +9.5% |
| 30D | -14.8% | +16.5% | -31.3% | -13.4% |
| 3M | -27.2% | +41.5% | -68.6% | -24.7% |
| 6M | -17.5% | +60.1% | -77.5% | -13.1% |
| YTD | +25.8% | -3.9% | +29.8% | +52.8% |
| 1Y | +31.8% | +4.1% | +27.7% | +54.4% |
| 3Y | +195.3% | -15.9% | +211.2% | +222.4% |
| All | +195.3% | -16.0% | +211.3% | +222.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling