+2,838.9%
KLAC vs ADP
+282.5%
+2,556.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.6% |
| 7D | +2.5% | -5.7% | +8.2% | +5.9% |
| 30D | -11.5% | -1.4% | -10.1% | -11.2% |
| 3M | -16.9% | +16.6% | -33.5% | -27.5% |
| 6M | +22.2% | +24.9% | -2.7% | -0.6% |
| YTD | +46.4% | +5.6% | +40.8% | +33.7% |
| 1Y | +91.0% | -6.0% | +97.0% | +89.3% |
| 3Y | +264.6% | +14.5% | +250.1% | +202.2% |
| 5Y | +430.6% | +47.9% | +382.7% | +254.9% |
| All | +2,838.9% | +282.5% | +2,556.4% | +1,007.1% |
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