+431.6%
KLAC vs ALHC
-59.6%
+491.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +5.2% |
| 7D | +7.5% | -5.5% | +13.0% | +8.1% |
| 30D | -15.3% | -4.9% | -10.4% | -15.0% |
| 3M | -19.6% | -41.7% | +22.1% | -16.0% |
| 6M | -12.5% | -55.2% | +42.7% | -7.6% |
| YTD | +33.0% | -61.1% | +94.1% | +41.9% |
| 1Y | +35.9% | -53.3% | +89.3% | +42.2% |
| 3Y | +208.6% | +28.2% | +180.5% | +169.9% |
| 5Y | +309.5% | -65.8% | +375.3% | +295.5% |
| All | +431.6% | -59.6% | +491.3% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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