+26.2%
KLAC vs ADVB
-76.7%
+102.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -4.2% |
| 7D | -5.7% | -29.5% | +23.9% | -6.1% |
| 30D | -27.6% | -66.9% | +39.3% | -29.0% |
| 3M | -23.3% | -73.7% | +50.4% | -24.9% |
| 6M | -12.4% | -64.8% | +52.4% | -11.6% |
| YTD | +23.7% | -64.0% | +87.8% | +25.2% |
| 1Y | +26.2% | -77.0% | +103.2% | +33.0% |
| All | +26.2% | -76.7% | +102.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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