+274.4%
KLAC vs AJG
+8.2%
+266.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.6% |
| 7D | -2.7% | -8.3% | +5.6% | -4.9% |
| 30D | -13.2% | -5.7% | -7.5% | -14.3% |
| 3M | -25.0% | +9.1% | -34.1% | -23.7% |
| 6M | +23.6% | +15.2% | +8.4% | +26.5% |
| YTD | +49.2% | -6.3% | +55.5% | +52.9% |
| 1Y | +89.3% | -19.1% | +108.4% | +96.7% |
| 3Y | +274.4% | +8.2% | +266.1% | +250.3% |
| All | +274.4% | +8.2% | +266.2% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling