+297.2%
KLAC vs ALB
-62.6%
+359.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +2.4% |
| 7D | -2.1% | +5.3% | -7.3% | -4.0% |
| 30D | -21.8% | -6.3% | -15.5% | -20.5% |
| 3M | -20.5% | -27.4% | +6.9% | -13.0% |
| 6M | -18.0% | -53.1% | +35.1% | +3.1% |
| YTD | +26.4% | -32.3% | +58.7% | +37.8% |
| 1Y | +26.3% | -7.3% | +33.6% | +23.5% |
| 3Y | +193.3% | -14.9% | +208.2% | +160.2% |
| 5Y | +297.2% | -62.0% | +359.2% | +353.0% |
| All | +297.2% | -62.6% | +359.8% | +353.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling