+113.7%
KLAC vs AFL
+11.7%
+102.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +6.6% |
| 7D | +5.7% | +0.6% | +5.1% | +6.2% |
| 30D | -3.6% | -6.2% | +2.6% | -8.5% |
| 3M | -12.8% | +2.2% | -15.0% | -11.2% |
| 6M | +26.1% | +5.3% | +20.8% | +29.3% |
| YTD | +53.3% | +8.0% | +45.4% | +60.0% |
| 1Y | +113.7% | +10.2% | +103.4% | +130.2% |
| All | +113.7% | +11.7% | +102.0% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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