+100.4%
KLAC vs ALB
+69.7%
+30.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.5% |
| 7D | +6.2% | -8.6% | +14.8% | +8.6% |
| 30D | -5.0% | -4.0% | -1.0% | -4.5% |
| 3M | -14.4% | -17.4% | +3.0% | -10.7% |
| 6M | +28.3% | -25.4% | +53.7% | +34.5% |
| YTD | +51.1% | -10.5% | +61.6% | +50.4% |
| 1Y | +100.4% | +75.8% | +24.6% | +66.3% |
| All | +100.4% | +69.7% | +30.7% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling