+2,381.5%
KLAC vs ALB
+35.3%
+2,346.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.8% |
| 7D | +7.5% | +1.1% | +6.4% | +6.8% |
| 30D | -15.3% | -2.6% | -12.7% | -14.9% |
| 3M | -19.6% | -25.6% | +6.0% | -11.7% |
| 6M | -12.5% | -54.0% | +41.5% | +14.3% |
| YTD | +33.0% | -31.6% | +64.6% | +46.1% |
| 1Y | +35.9% | -6.6% | +42.5% | +32.0% |
| 3Y | +208.6% | -14.0% | +222.6% | +171.5% |
| 5Y | +309.5% | -62.5% | +372.0% | +386.7% |
| 10Y | +2,381.5% | +36.3% | +2,345.2% | +1,371.4% |
| All | +2,381.5% | +35.3% | +2,346.2% | +1,371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling