+136,426.2%
KLAC vs ADM
+1,583.8%
+134,842.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.5% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | -15.3% | -11.8% | -3.5% | -12.1% |
| 3M | -19.6% | -11.3% | -8.3% | -17.0% |
| 6M | -12.5% | -10.0% | -2.5% | -10.4% |
| YTD | +33.0% | +25.9% | +7.1% | +21.3% |
| 1Y | +35.9% | +26.7% | +9.3% | +23.4% |
| 3Y | +208.6% | +8.1% | +200.5% | +184.1% |
| 5Y | +309.5% | +23.5% | +286.0% | +255.9% |
| 10Y | +2,381.5% | +128.2% | +2,253.3% | +1,659.0% |
| All | +136,426.2% | +1,583.8% | +134,842.4% | +44,994.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling