+452.1%
KLAC vs ADI
+143.1%
+309.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.7% |
| 7D | +6.2% | +2.6% | +3.6% | +3.6% |
| 30D | -5.0% | -4.6% | -0.4% | -0.4% |
| 3M | -14.4% | -9.5% | -4.9% | -4.0% |
| 6M | +28.3% | +14.8% | +13.4% | +14.1% |
| YTD | +51.1% | +35.8% | +15.3% | +14.7% |
| 1Y | +100.4% | +48.9% | +51.4% | +38.9% |
| 3Y | +276.3% | +115.6% | +160.8% | +75.4% |
| 5Y | +452.1% | +135.1% | +317.0% | +132.8% |
| All | +452.1% | +143.1% | +309.0% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling