+113.7%
KLAC vs AIG
-4.5%
+118.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.2% | +7.0% |
| 7D | +5.7% | -0.9% | +6.7% | +5.3% |
| 30D | -3.6% | -4.9% | +1.3% | -5.4% |
| 3M | -12.8% | +4.5% | -17.3% | -11.5% |
| 6M | +26.1% | -1.4% | +27.5% | +27.5% |
| YTD | +53.3% | -9.8% | +63.1% | +51.9% |
| 1Y | +113.7% | -4.5% | +118.2% | +116.2% |
| All | +113.7% | -4.5% | +118.1% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling