+281.0%
KLAC vs ALHC
-62.5%
+343.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.3% | +9.4% |
| 7D | -1.1% | +3.9% | -5.0% | -1.5% |
| 30D | -22.6% | -3.6% | -19.0% | -22.4% |
| 3M | -23.5% | -49.4% | +25.9% | -19.2% |
| 6M | -18.8% | -59.5% | +40.6% | -13.5% |
| YTD | +25.0% | -63.2% | +88.2% | +33.9% |
| 1Y | +27.5% | -55.5% | +83.0% | +33.8% |
| 3Y | +206.1% | +23.0% | +183.1% | +167.1% |
| 5Y | +281.0% | -65.7% | +346.7% | +255.4% |
| All | +281.0% | -62.5% | +343.6% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling