+297.2%
KLAC vs ADP
+48.5%
+248.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | -2.1% | +3.2% | -5.2% | -2.9% |
| 30D | -21.8% | +12.8% | -34.5% | -24.7% |
| 3M | -20.5% | +12.3% | -32.9% | -23.8% |
| 6M | -18.0% | +45.4% | -63.4% | -31.4% |
| YTD | +26.4% | +21.4% | +5.0% | +17.3% |
| 1Y | +26.3% | +23.7% | +2.6% | +15.3% |
| 3Y | +193.3% | +43.6% | +149.6% | +130.8% |
| 5Y | +297.2% | +48.7% | +248.5% | +191.4% |
| All | +297.2% | +48.5% | +248.7% | +191.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling