+279.1%
KLAC vs ADM
+20.9%
+258.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.4% |
| 7D | +6.2% | +1.4% | +4.8% | +6.1% |
| 30D | -5.0% | +8.2% | -13.2% | -5.5% |
| 3M | -14.4% | +8.7% | -23.1% | -14.9% |
| 6M | +28.3% | +29.1% | -0.8% | +25.8% |
| YTD | +51.1% | +53.7% | -2.6% | +46.2% |
| 1Y | +100.4% | +43.2% | +57.1% | +94.9% |
| All | +279.1% | +20.9% | +258.1% | +270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling