+91.0%
KLAC vs AG
+119.5%
-28.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.7% | -1.8% |
| 7D | +2.5% | -5.8% | +8.2% | +4.0% |
| 30D | -11.5% | +6.4% | -17.9% | -13.4% |
| 3M | -16.9% | +28.4% | -45.3% | -23.2% |
| 6M | +22.2% | -24.5% | +46.7% | +26.8% |
| YTD | +46.4% | +21.2% | +25.2% | +38.3% |
| 1Y | +91.0% | +114.1% | -23.1% | +68.6% |
| All | +91.0% | +119.5% | -28.4% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling