+30,692.5%
KLAC vs ALB
+2,081.4%
+28,611.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.6% |
| 7D | +10.0% | -5.8% | +15.7% | +12.5% |
| 30D | -14.8% | -4.5% | -10.3% | -13.7% |
| 3M | -27.2% | -28.1% | +0.9% | -18.5% |
| 6M | -17.5% | -53.2% | +35.7% | +8.6% |
| YTD | +25.8% | -33.3% | +59.1% | +40.5% |
| 1Y | +31.8% | -17.4% | +49.3% | +34.8% |
| 3Y | +195.3% | -14.1% | +209.4% | +161.1% |
| 5Y | +285.9% | -64.0% | +350.0% | +361.9% |
| 10Y | +2,247.6% | +32.8% | +2,214.8% | +1,385.3% |
| All | +30,692.5% | +2,081.4% | +28,611.2% | +6,391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling