+5,485.5%
KLAC vs AG
+255.2%
+5,230.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -2.9% |
| 7D | +10.0% | -10.0% | +19.9% | +11.4% |
| 30D | -14.8% | -10.5% | -4.3% | -13.7% |
| 3M | -27.2% | -27.3% | +0.1% | -24.6% |
| 6M | -17.5% | -43.0% | +25.5% | -12.3% |
| YTD | +25.8% | -17.9% | +43.7% | +27.4% |
| 1Y | +31.8% | +11.9% | +19.9% | +28.8% |
| 3Y | +195.3% | +201.8% | -6.5% | +152.7% |
| 5Y | +285.9% | -0.1% | +286.0% | +258.1% |
| 10Y | +2,247.6% | +72.7% | +2,174.9% | +1,835.6% |
| All | +5,485.5% | +255.2% | +5,230.4% | +3,055.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling