+212.1%
KLAC vs ADM
+8.2%
+204.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +5.1% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | -15.3% | -11.8% | -3.5% | -14.9% |
| 3M | -19.6% | -11.3% | -8.3% | -19.4% |
| 6M | -12.5% | -10.0% | -2.5% | -12.3% |
| YTD | +33.0% | +25.9% | +7.1% | +29.6% |
| 1Y | +35.9% | +26.7% | +9.3% | +32.3% |
| All | +212.1% | +8.2% | +204.0% | +203.2% |
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