+206.1%
KLAC vs ALHC
+16.3%
+189.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.3% | +9.3% |
| 7D | -1.1% | +3.9% | -5.0% | -1.2% |
| 30D | -22.6% | -3.6% | -19.0% | -22.5% |
| 3M | -23.5% | -49.4% | +25.9% | -22.3% |
| 6M | -18.8% | -59.5% | +40.6% | -17.4% |
| YTD | +25.0% | -63.2% | +88.2% | +27.3% |
| 1Y | +27.5% | -55.5% | +83.0% | +29.4% |
| 3Y | +206.1% | +23.0% | +183.1% | +191.2% |
| All | +206.1% | +16.3% | +189.8% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling