+8,198.8%
KLAC vs AGI
+5,453.2%
+2,745.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | +6.2% | +2.2% | +4.0% | +6.0% |
| 30D | -5.0% | +11.3% | -16.3% | -5.7% |
| 3M | -14.4% | +5.6% | -20.0% | -14.9% |
| 6M | +28.3% | -27.7% | +56.0% | +30.6% |
| YTD | +51.1% | -4.1% | +55.2% | +50.9% |
| 1Y | +100.4% | +13.8% | +86.6% | +97.9% |
| 3Y | +276.3% | +217.0% | +59.3% | +248.5% |
| 5Y | +452.1% | +404.3% | +47.7% | +395.9% |
| 10Y | +2,986.0% | +400.5% | +2,585.5% | +2,602.4% |
| All | +8,198.8% | +5,453.2% | +2,745.7% | +7,512.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling