+5,588.1%
KLAC vs ACN
+2,341.7%
+3,246.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.0% | -3.8% | +13.8% | +11.9% |
| 30D | -14.8% | +16.5% | -31.3% | -22.2% |
| 3M | -27.2% | +41.5% | -68.6% | -41.0% |
| 6M | -17.5% | +60.1% | -77.5% | -41.4% |
| YTD | +25.8% | -3.9% | +29.8% | +14.9% |
| 1Y | +31.8% | +4.1% | +27.7% | +14.4% |
| 3Y | +195.3% | -15.9% | +211.2% | +181.5% |
| 5Y | +285.9% | -26.3% | +312.3% | +299.5% |
| 10Y | +2,247.6% | +148.2% | +2,099.4% | +1,208.7% |
| All | +5,588.1% | +2,341.7% | +3,246.4% | +779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling