+153,071.2%
KLAC vs AJG
+11,150.2%
+141,921.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | -2.7% | -8.3% | +5.6% | +0.4% |
| 30D | -13.2% | -5.7% | -7.5% | -11.6% |
| 3M | -25.0% | +9.1% | -34.1% | -29.2% |
| 6M | +23.6% | +15.2% | +8.4% | +13.3% |
| YTD | +49.2% | -6.3% | +55.5% | +47.1% |
| 1Y | +89.3% | -19.1% | +108.4% | +96.6% |
| 3Y | +274.4% | +8.2% | +266.1% | +236.4% |
| 5Y | +440.9% | +75.6% | +365.3% | +300.1% |
| 10Y | +2,947.7% | +471.1% | +2,476.6% | +1,377.1% |
| All | +153,071.2% | +11,150.2% | +141,921.0% | +38,395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling