-12.9%
KLAC vs AG
-39.1%
+26.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -0.4% |
| 7D | +21.2% | -6.0% | +27.2% | +23.8% |
| 30D | -14.5% | -14.3% | -0.2% | -9.7% |
| 3M | -24.4% | -26.9% | +2.5% | -16.5% |
| 6M | -12.9% | -42.1% | +29.2% | +6.6% |
| All | -12.9% | -39.1% | +26.1% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling