+15.4%
KLAC vs ADVB
-77.7%
+93.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +6.7% |
| 7D | -12.3% | -13.9% | +1.6% | -12.4% |
| 30D | -29.6% | -68.1% | +38.5% | -31.0% |
| 3M | -28.2% | -73.4% | +45.1% | -29.7% |
| 6M | -23.6% | -70.8% | +47.2% | -23.3% |
| YTD | +14.4% | -66.1% | +80.5% | +15.7% |
| 1Y | +15.4% | -77.5% | +92.9% | +21.1% |
| All | +15.4% | -77.7% | +93.1% | +21.1% |
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