+288.8%
KLAC vs ADP
+13.9%
+275.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +1.3% |
| 7D | +10.6% | -5.5% | +16.1% | +9.8% |
| 30D | -4.5% | -1.2% | -3.3% | -4.6% |
| 3M | -10.3% | +17.9% | -28.1% | -9.8% |
| 6M | +40.9% | +20.3% | +20.6% | +41.9% |
| YTD | +56.1% | +5.8% | +50.3% | +65.1% |
| 1Y | +109.0% | -7.7% | +116.7% | +135.0% |
| 3Y | +288.8% | +14.7% | +274.1% | +305.6% |
| All | +288.8% | +13.9% | +275.0% | +305.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling