+102.1%
KLAC vs ADVB
-97.5%
+199.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +6.7% |
| 7D | -12.3% | -13.9% | +1.6% | -12.3% |
| 30D | -29.6% | -68.1% | +38.5% | -29.8% |
| 3M | -28.2% | -73.4% | +45.1% | -28.5% |
| 6M | -23.6% | -70.8% | +47.2% | -23.2% |
| YTD | +14.4% | -66.1% | +80.5% | +14.4% |
| 1Y | +15.4% | -77.5% | +92.9% | +17.2% |
| All | +102.1% | -97.5% | +199.6% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling