+160,143.0%
KLAC vs ADI
+36,225.2%
+123,917.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.6% |
| 7D | +10.6% | +2.4% | +8.1% | +8.9% |
| 30D | -4.5% | -6.6% | +2.1% | +0.1% |
| 3M | -10.3% | -9.8% | -0.5% | -2.2% |
| 6M | +40.9% | +15.7% | +25.2% | +30.2% |
| YTD | +56.1% | +35.1% | +21.0% | +30.3% |
| 1Y | +109.0% | +47.7% | +61.3% | +64.4% |
| 3Y | +288.8% | +114.5% | +174.4% | +140.9% |
| 5Y | +489.1% | +141.2% | +347.9% | +248.8% |
| 10Y | +3,041.8% | +611.3% | +2,430.5% | +873.2% |
| All | +160,143.0% | +36,225.2% | +123,917.8% | +9,019.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling