+2,896.3%
KLAC vs AG
+68.4%
+2,828.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.4% |
| 7D | -2.7% | -6.7% | +4.1% | -1.7% |
| 30D | -13.2% | +2.2% | -15.3% | -13.7% |
| 3M | -25.0% | +15.7% | -40.7% | -27.1% |
| 6M | +23.6% | -23.8% | +47.4% | +27.1% |
| YTD | +49.2% | +17.6% | +31.6% | +43.8% |
| 1Y | +89.3% | +88.6% | +0.7% | +70.0% |
| 3Y | +274.4% | +253.4% | +20.9% | +199.1% |
| 5Y | +440.9% | +62.4% | +378.5% | +357.9% |
| All | +2,896.3% | +68.4% | +2,828.0% | +2,299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling