+175.8%
KLAC vs ADVB
-88.8%
+264.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +1.8% |
| 7D | +10.6% | -14.0% | +24.6% | +10.5% |
| 30D | -4.5% | +41.0% | -45.5% | -4.3% |
| 3M | -10.3% | +127.9% | -138.2% | -9.6% |
| 6M | +40.9% | +101.3% | -60.5% | +41.0% |
| YTD | +56.1% | +53.8% | +2.3% | +56.9% |
| 1Y | +109.0% | +4.4% | +104.6% | +111.1% |
| All | +175.8% | -88.8% | +264.5% | +212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling