+37,420.3%
KLAC vs ALB
+2,835.3%
+34,585.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.4% | +11.8% | +9.0% |
| 7D | +5.7% | -8.1% | +13.8% | +8.9% |
| 30D | -3.6% | +6.3% | -9.9% | -6.6% |
| 3M | -12.8% | -23.6% | +10.8% | -4.0% |
| 6M | +26.1% | -24.6% | +50.7% | +36.9% |
| YTD | +53.3% | -10.3% | +63.6% | +54.0% |
| 1Y | +113.7% | +61.5% | +52.2% | +66.8% |
| 3Y | +274.9% | -34.0% | +308.9% | +272.6% |
| 5Y | +470.1% | -44.6% | +514.7% | +479.5% |
| 10Y | +2,997.0% | +76.1% | +2,920.9% | +1,667.5% |
| All | +37,420.3% | +2,835.3% | +34,585.1% | +7,015.5% |
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