+154,996.0%
KLAC vs AFL
+18,474.8%
+136,521.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +6.2% | -2.1% | +8.3% | +7.0% |
| 30D | -5.0% | -5.4% | +0.4% | -3.1% |
| 3M | -14.4% | -0.3% | -14.2% | -14.9% |
| 6M | +28.3% | +5.2% | +23.1% | +24.6% |
| YTD | +51.1% | +5.7% | +45.4% | +46.2% |
| 1Y | +100.4% | +10.2% | +90.2% | +90.3% |
| 3Y | +276.3% | +63.4% | +212.9% | +204.1% |
| 5Y | +452.1% | +133.0% | +319.1% | +291.9% |
| 10Y | +2,986.0% | +299.5% | +2,686.4% | +1,673.2% |
| All | +154,996.0% | +18,474.8% | +136,521.2% | +21,275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling