+489.1%
KLAC vs ALC
-15.6%
+504.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.8% |
| 7D | +10.6% | -3.7% | +14.3% | +12.4% |
| 30D | -4.5% | -3.7% | -0.8% | -3.1% |
| 3M | -10.3% | +4.6% | -14.8% | -13.5% |
| 6M | +40.9% | -14.6% | +55.5% | +50.3% |
| YTD | +56.1% | -11.9% | +68.0% | +63.3% |
| 1Y | +109.0% | -13.1% | +122.2% | +119.7% |
| 3Y | +288.8% | -15.0% | +303.8% | +299.9% |
| 5Y | +489.1% | -16.2% | +505.3% | +525.7% |
| All | +489.1% | -15.6% | +504.8% | +525.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling