+503.9%
KLAC vs ALHC
-31.6%
+535.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.9% |
| 7D | +6.2% | -4.1% | +10.3% | +6.6% |
| 30D | -5.0% | -5.4% | +0.4% | -4.5% |
| 3M | -14.4% | -32.1% | +17.7% | -11.8% |
| 6M | +28.3% | -28.5% | +56.8% | +30.3% |
| YTD | +51.1% | -34.0% | +85.1% | +54.5% |
| 1Y | +100.4% | -20.9% | +121.3% | +100.8% |
| 3Y | +276.3% | +151.5% | +124.8% | +203.6% |
| 5Y | +452.1% | -28.8% | +480.9% | +398.9% |
| All | +503.9% | -31.6% | +535.5% | +417.2% |
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