+274.4%
KLAC vs AGI
+206.1%
+68.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -2.7% | -2.7% | +0.1% | -2.1% |
| 30D | -13.2% | +7.2% | -20.4% | -14.6% |
| 3M | -25.0% | +4.3% | -29.3% | -26.4% |
| 6M | +23.6% | -27.1% | +50.7% | +30.0% |
| YTD | +49.2% | -6.6% | +55.8% | +50.0% |
| 1Y | +89.3% | +9.5% | +79.8% | +84.9% |
| 3Y | +274.4% | +208.4% | +65.9% | +236.5% |
| All | +274.4% | +206.1% | +68.2% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling