+282.3%
KLAC vs ALC
-13.4%
+295.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +7.9% |
| 7D | +5.7% | -2.1% | +7.8% | +6.3% |
| 30D | -3.6% | -0.1% | -3.5% | -3.8% |
| 3M | -12.8% | +5.9% | -18.7% | -15.1% |
| 6M | +26.1% | -15.9% | +42.0% | +34.2% |
| YTD | +53.3% | -10.1% | +63.4% | +58.4% |
| 1Y | +113.7% | -10.2% | +123.9% | +120.4% |
| All | +282.3% | -13.4% | +295.7% | +294.5% |
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