+5,804.2%
KLAC vs AG
+284.3%
+5,519.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +5.4% |
| 7D | +7.5% | -4.0% | +11.5% | +8.1% |
| 30D | -15.3% | -13.1% | -2.2% | -13.9% |
| 3M | -19.6% | -22.0% | +2.4% | -17.5% |
| 6M | -12.5% | -37.3% | +24.7% | -8.2% |
| YTD | +33.0% | -11.2% | +44.2% | +33.4% |
| 1Y | +35.9% | +23.9% | +12.0% | +31.3% |
| 3Y | +208.6% | +225.1% | -16.5% | +161.8% |
| 5Y | +309.5% | +7.7% | +301.7% | +276.5% |
| 10Y | +2,381.5% | +86.9% | +2,294.6% | +1,926.8% |
| All | +5,804.2% | +284.3% | +5,519.9% | +3,203.7% |
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