+2,247.0%
KLAC vs ADM
+133.7%
+2,113.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.3% |
| 7D | +10.0% | +4.2% | +5.8% | +8.1% |
| 30D | -14.8% | -12.8% | -2.0% | -10.1% |
| 3M | -27.2% | -8.5% | -18.7% | -25.2% |
| 6M | -17.5% | -10.9% | -6.5% | -14.5% |
| YTD | +25.8% | +29.4% | -3.6% | +8.7% |
| 1Y | +31.8% | +27.5% | +4.3% | +14.2% |
| 3Y | +195.3% | +10.3% | +185.0% | +160.4% |
| 5Y | +285.9% | +27.4% | +258.6% | +191.1% |
| All | +2,247.0% | +133.7% | +2,113.2% | +1,033.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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