+433.3%
KLAC vs AFL
+133.8%
+299.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.7% |
| 7D | -2.7% | -1.6% | -1.0% | -2.1% |
| 30D | -13.2% | -4.0% | -9.1% | -12.0% |
| 3M | -25.0% | -0.5% | -24.5% | -25.6% |
| 6M | +23.6% | +6.5% | +17.1% | +18.5% |
| YTD | +49.2% | +6.2% | +43.0% | +42.9% |
| 1Y | +89.3% | +8.3% | +81.0% | +78.8% |
| 3Y | +274.4% | +62.5% | +211.8% | +168.0% |
| All | +433.3% | +133.8% | +299.5% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling