+430.6%
KLAC vs ACN
-43.7%
+474.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | +2.5% | -7.9% | +10.3% | +4.6% |
| 30D | -11.5% | -1.1% | -10.5% | -11.6% |
| 3M | -16.9% | +5.6% | -22.5% | -19.6% |
| 6M | +22.2% | -9.9% | +32.2% | +26.0% |
| YTD | +46.4% | -32.3% | +78.7% | +76.5% |
| 1Y | +91.0% | -25.3% | +116.3% | +112.9% |
| 3Y | +264.6% | -42.3% | +306.8% | +363.4% |
| 5Y | +430.6% | -43.5% | +474.1% | +555.2% |
| All | +430.6% | -43.7% | +474.3% | +555.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling