+1,491.8%
KLAC vs ALC
+17.1%
+1,474.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.6% |
| 7D | +2.5% | -7.7% | +10.1% | +7.1% |
| 30D | -11.5% | -11.7% | +0.2% | -5.3% |
| 3M | -16.9% | +0.7% | -17.6% | -18.6% |
| 6M | +22.2% | -17.1% | +39.3% | +33.0% |
| YTD | +46.4% | -15.1% | +61.5% | +56.8% |
| 1Y | +91.0% | -14.1% | +105.1% | +101.9% |
| 3Y | +264.6% | -18.2% | +282.7% | +282.8% |
| 5Y | +430.6% | -19.2% | +449.8% | +457.3% |
| All | +1,491.8% | +17.1% | +1,474.8% | +1,070.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling