+160,143.0%
KLAC vs AIG
-23.1%
+160,166.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.2% |
| 7D | +10.6% | -1.6% | +12.2% | +10.9% |
| 30D | -4.5% | -5.2% | +0.7% | -3.5% |
| 3M | -10.3% | +1.5% | -11.7% | -11.0% |
| 6M | +40.9% | -3.9% | +44.8% | +41.0% |
| YTD | +56.1% | -11.6% | +67.7% | +58.7% |
| 1Y | +109.0% | -2.9% | +112.0% | +107.7% |
| 3Y | +288.8% | +33.7% | +255.1% | +260.2% |
| 5Y | +489.1% | +52.7% | +436.5% | +430.2% |
| 10Y | +3,041.8% | +62.6% | +2,979.2% | +2,586.7% |
| All | +160,143.0% | -23.1% | +160,166.1% | +92,240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling