+167.8%
KLAC vs ALAB
+471.8%
-304.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.3% | -4.3% |
| 7D | +6.2% | +9.6% | -3.5% | +3.4% |
| 30D | -5.0% | -5.3% | +0.3% | -3.8% |
| 3M | -14.4% | -12.0% | -2.4% | -11.4% |
| 6M | +28.3% | +145.7% | -117.4% | +4.8% |
| YTD | +51.1% | +80.7% | -29.6% | +29.2% |
| 1Y | +100.4% | +40.1% | +60.3% | +77.0% |
| All | +167.8% | +471.8% | -304.0% | +57.7% |
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