+5,774.1%
KLAC vs ACN
+2,336.4%
+3,437.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | +21.2% | -5.7% | +26.9% | +24.3% |
| 30D | -14.5% | +17.0% | -31.6% | -22.0% |
| 3M | -24.4% | +39.9% | -64.2% | -38.3% |
| 6M | -12.9% | +50.2% | -63.1% | -36.1% |
| YTD | +29.9% | -4.2% | +34.1% | +18.7% |
| 1Y | +31.9% | +4.3% | +27.6% | +14.3% |
| 3Y | +201.5% | -17.1% | +218.6% | +189.9% |
| 5Y | +298.6% | -26.5% | +325.1% | +313.0% |
| 10Y | +2,324.4% | +147.7% | +2,176.7% | +1,252.9% |
| All | +5,774.1% | +2,336.4% | +3,437.7% | +809.5% |
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