+2,838.9%
KLAC vs ADI
+634.8%
+2,204.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.1% |
| 7D | +2.5% | +1.3% | +1.1% | +1.3% |
| 30D | -11.5% | -6.0% | -5.6% | -6.1% |
| 3M | -16.9% | -7.7% | -9.2% | -8.6% |
| 6M | +22.2% | +14.0% | +8.3% | +9.8% |
| YTD | +46.4% | +34.4% | +12.0% | +12.8% |
| 1Y | +91.0% | +48.0% | +43.0% | +34.2% |
| 3Y | +264.6% | +113.3% | +151.3% | +77.5% |
| 5Y | +430.6% | +131.1% | +299.5% | +142.5% |
| All | +2,838.9% | +634.8% | +2,204.1% | +483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling