+2,896.3%
KLAC vs AGG
+14.2%
+2,882.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -2.7% | -1.1% | -1.6% | -1.9% |
| 30D | -13.2% | -1.1% | -12.0% | -12.4% |
| 3M | -25.0% | -1.9% | -23.1% | -23.9% |
| 6M | +23.6% | -1.7% | +25.3% | +25.5% |
| YTD | +49.2% | -1.3% | +50.5% | +51.2% |
| 1Y | +89.3% | -0.7% | +90.1% | +91.2% |
| 3Y | +274.4% | +12.5% | +261.9% | +245.4% |
| 5Y | +440.9% | -2.5% | +443.4% | +438.0% |
| All | +2,896.3% | +14.2% | +2,882.1% | +3,214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling