+23.6%
KLAC vs AJG
+12.4%
+11.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +0.8% |
| 7D | -2.7% | -8.3% | +5.6% | -10.2% |
| 30D | -13.2% | -5.7% | -7.5% | -17.2% |
| 3M | -25.0% | +9.1% | -34.1% | -16.2% |
| 6M | +23.6% | +15.2% | +8.4% | +41.3% |
| All | +23.6% | +12.4% | +11.2% | +41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling