+2,323.7%
KLAC vs ADP
+319.4%
+2,004.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +21.2% | +0.3% | +20.9% | +20.9% |
| 30D | -14.5% | +11.6% | -26.1% | -20.8% |
| 3M | -24.4% | +15.1% | -39.4% | -31.8% |
| 6M | -12.9% | +46.0% | -59.0% | -35.7% |
| YTD | +29.9% | +22.4% | +7.5% | +7.1% |
| 1Y | +31.9% | +24.5% | +7.4% | +7.0% |
| 3Y | +201.5% | +44.8% | +156.7% | +110.9% |
| 5Y | +298.6% | +49.1% | +249.5% | +169.3% |
| All | +2,323.7% | +319.4% | +2,004.3% | +697.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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