+288.8%
KLAC vs ALB
-27.5%
+316.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.1% |
| 7D | +10.6% | -4.4% | +15.0% | +11.7% |
| 30D | -4.5% | -1.2% | -3.3% | -4.6% |
| 3M | -10.3% | -13.3% | +3.1% | -7.3% |
| 6M | +40.9% | -19.8% | +60.7% | +46.5% |
| YTD | +56.1% | -7.9% | +64.0% | +55.7% |
| 1Y | +109.0% | +60.2% | +48.9% | +78.1% |
| 3Y | +288.8% | -26.4% | +315.3% | +273.7% |
| All | +288.8% | -27.5% | +316.3% | +273.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling