+1,567.5%
KLAC vs ALC
+24.0%
+1,543.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +8.6% |
| 7D | +5.7% | -2.1% | +7.8% | +6.9% |
| 30D | -3.6% | -0.1% | -3.5% | -4.0% |
| 3M | -12.8% | +5.9% | -18.7% | -17.1% |
| 6M | +26.1% | -15.9% | +42.0% | +36.7% |
| YTD | +53.3% | -10.1% | +63.4% | +58.9% |
| 1Y | +113.7% | -10.2% | +123.9% | +120.5% |
| 3Y | +274.9% | -13.6% | +288.4% | +281.6% |
| 5Y | +470.1% | -15.1% | +485.3% | +483.3% |
| All | +1,567.5% | +24.0% | +1,543.5% | +1,087.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling