+157,276.9%
KLAC vs ADM
+1,908.9%
+155,368.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | +3.8% | +2.0% | +4.4% |
| 30D | -3.6% | +9.8% | -13.4% | -6.8% |
| 3M | -12.8% | +2.1% | -14.9% | -13.7% |
| 6M | +26.1% | +27.5% | -1.4% | +15.3% |
| YTD | +53.3% | +50.2% | +3.1% | +32.8% |
| 1Y | +113.7% | +40.6% | +73.1% | +88.0% |
| 3Y | +274.9% | +17.2% | +257.7% | +238.2% |
| 5Y | +470.1% | +61.9% | +408.3% | +355.4% |
| 10Y | +2,997.0% | +159.3% | +2,837.7% | +2,008.6% |
| All | +157,276.9% | +1,908.9% | +155,368.0% | +49,271.5% |
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