+113.7%
KLAC vs ALAB
+73.5%
+40.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.8% | -2.4% | +4.2% |
| 7D | +5.7% | +7.2% | -1.5% | +3.4% |
| 30D | -3.6% | -2.5% | -1.1% | -3.0% |
| 3M | -12.8% | -13.3% | +0.5% | -8.6% |
| 6M | +26.1% | +172.8% | -146.8% | +6.3% |
| YTD | +53.3% | +86.6% | -33.3% | +34.1% |
| 1Y | +113.7% | +65.2% | +48.5% | +91.3% |
| All | +113.7% | +73.5% | +40.2% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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