+452.1%
KLAC vs AG
+69.4%
+382.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.6% |
| 7D | +6.2% | -0.1% | +6.3% | +6.1% |
| 30D | -5.0% | +12.5% | -17.4% | -7.6% |
| 3M | -14.4% | +28.2% | -42.6% | -19.3% |
| 6M | +28.3% | -18.8% | +47.1% | +31.2% |
| YTD | +51.1% | +27.4% | +23.7% | +41.1% |
| 1Y | +100.4% | +132.2% | -31.8% | +65.6% |
| 3Y | +276.3% | +286.9% | -10.5% | +168.9% |
| 5Y | +452.1% | +72.8% | +379.3% | +328.3% |
| All | +452.1% | +69.4% | +382.7% | +328.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling