+288.8%
KLAC vs AG
+272.3%
+16.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.0% |
| 7D | +10.6% | +4.5% | +6.1% | +9.4% |
| 30D | -4.5% | +12.9% | -17.4% | -7.3% |
| 3M | -10.3% | +20.9% | -31.2% | -14.6% |
| 6M | +40.9% | -19.5% | +60.4% | +44.2% |
| YTD | +56.1% | +24.8% | +31.3% | +46.6% |
| 1Y | +109.0% | +120.2% | -11.2% | +75.8% |
| 3Y | +288.8% | +279.0% | +9.8% | +190.2% |
| All | +288.8% | +272.3% | +16.6% | +190.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling