+157,276.9%
KLAC vs ADP
+11,097.1%
+146,179.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +8.6% |
| 7D | +5.7% | -3.4% | +9.2% | +7.9% |
| 30D | -3.6% | +2.8% | -6.4% | -5.7% |
| 3M | -12.8% | +20.9% | -33.7% | -25.6% |
| 6M | +26.1% | +29.9% | -3.8% | +0.4% |
| YTD | +53.3% | +9.6% | +43.7% | +35.8% |
| 1Y | +113.7% | -5.3% | +118.9% | +106.8% |
| 3Y | +274.9% | +16.5% | +258.4% | +211.5% |
| 5Y | +470.1% | +49.4% | +420.7% | +302.0% |
| 10Y | +2,997.0% | +282.2% | +2,714.8% | +1,084.7% |
| All | +157,276.9% | +11,097.1% | +146,179.8% | +8,918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling