+26.2%
KLAC vs AJG
+19.3%
+6.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -0.2% |
| 7D | -5.7% | +10.7% | -16.4% | +1.7% |
| 30D | -27.6% | +26.9% | -54.5% | -13.6% |
| 3M | -23.3% | +16.6% | -39.8% | -12.8% |
| 6M | -12.4% | +40.1% | -52.5% | +11.1% |
| YTD | +23.7% | +12.4% | +11.3% | +47.5% |
| 1Y | +26.2% | +15.9% | +10.3% | +52.2% |
| All | +26.2% | +19.3% | +6.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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