+309.5%
KLAC vs AG
+4.5%
+305.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +5.5% |
| 7D | +7.5% | -4.0% | +11.5% | +8.5% |
| 30D | -15.3% | -13.1% | -2.2% | -12.8% |
| 3M | -19.6% | -22.0% | +2.4% | -15.8% |
| 6M | -12.5% | -37.3% | +24.7% | -5.0% |
| YTD | +33.0% | -11.2% | +44.2% | +33.5% |
| 1Y | +35.9% | +23.9% | +12.0% | +27.9% |
| 3Y | +208.6% | +225.1% | -16.5% | +130.8% |
| 5Y | +309.5% | +7.7% | +301.7% | +276.4% |
| All | +309.5% | +4.5% | +305.0% | +276.4% |
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