+100.4%
KLAC vs ADP
-8.7%
+109.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -4.0% |
| 7D | +6.2% | -5.7% | +11.9% | +1.7% |
| 30D | -5.0% | -3.1% | -1.9% | -6.9% |
| 3M | -14.4% | +15.6% | -30.0% | -3.3% |
| 6M | +28.3% | +20.8% | +7.5% | +49.0% |
| YTD | +51.1% | +4.7% | +46.3% | +72.5% |
| 1Y | +100.4% | -8.3% | +108.7% | +124.6% |
| All | +100.4% | -8.7% | +109.0% | +124.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling