+130.3%
KLAC vs ALAB
+333.4%
-203.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -1.9% |
| 7D | +21.2% | +26.9% | -5.7% | +13.4% |
| 30D | -14.5% | -30.0% | +15.5% | -6.1% |
| 3M | -24.4% | -28.5% | +4.2% | -18.2% |
| 6M | -12.9% | +11.4% | -24.4% | -14.4% |
| YTD | +29.9% | +36.9% | -7.0% | +18.5% |
| 1Y | +31.9% | +44.4% | -12.5% | +17.7% |
| All | +130.3% | +333.4% | -203.1% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling