+6,408.7%
KLAC vs AGG
+96.0%
+6,312.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +1.9% |
| 7D | -2.7% | -1.1% | -1.6% | -2.7% |
| 30D | -13.2% | -1.1% | -12.0% | -13.2% |
| 3M | -25.0% | -1.9% | -23.1% | -25.1% |
| 6M | +23.6% | -1.7% | +25.3% | +23.4% |
| YTD | +49.2% | -1.3% | +50.5% | +49.1% |
| 1Y | +89.3% | -0.7% | +90.1% | +89.3% |
| 3Y | +274.4% | +12.5% | +261.9% | +280.6% |
| 5Y | +440.9% | -2.5% | +443.4% | +416.8% |
| 10Y | +2,947.7% | +14.2% | +2,933.4% | +3,143.1% |
| All | +6,408.7% | +96.0% | +6,312.7% | +9,373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling