+6,829.9%
KLAC vs AG
+439.9%
+6,390.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | +10.6% | +4.5% | +6.1% | +10.0% |
| 30D | -4.5% | +12.9% | -17.4% | -6.1% |
| 3M | -10.3% | +20.9% | -31.2% | -12.5% |
| 6M | +40.9% | -19.5% | +60.4% | +43.3% |
| YTD | +56.1% | +24.8% | +31.3% | +50.6% |
| 1Y | +109.0% | +120.2% | -11.2% | +88.4% |
| 3Y | +288.8% | +279.0% | +9.8% | +221.6% |
| 5Y | +489.1% | +67.9% | +421.2% | +415.4% |
| 10Y | +3,041.8% | +57.5% | +2,984.3% | +2,472.0% |
| All | +6,829.9% | +439.9% | +6,390.0% | +3,629.4% |
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 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