+212.1%
KLAC vs ALC
+2.0%
+210.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +5.7% |
| 7D | +7.5% | -6.3% | +13.8% | +8.9% |
| 30D | -15.3% | +12.6% | -27.9% | -18.1% |
| 3M | -19.6% | -3.8% | -15.8% | -18.9% |
| 6M | -12.5% | +16.8% | -29.4% | -17.9% |
| YTD | +33.0% | -7.6% | +40.6% | +36.2% |
| 1Y | +35.9% | -5.9% | +41.8% | +38.0% |
| All | +212.1% | +2.0% | +210.1% | +210.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling