+489.1%
KLAC vs ALHC
-30.5%
+519.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +10.6% | -1.0% | +11.5% | +10.7% |
| 30D | -4.5% | -6.3% | +1.8% | -4.0% |
| 3M | -10.3% | -12.3% | +2.1% | -10.1% |
| 6M | +40.9% | -27.0% | +67.9% | +42.8% |
| YTD | +56.1% | -31.8% | +88.0% | +59.1% |
| 1Y | +109.0% | -17.0% | +126.0% | +108.4% |
| 3Y | +288.8% | +159.8% | +129.0% | +210.8% |
| 5Y | +489.1% | -25.1% | +514.3% | +424.7% |
| All | +489.1% | -30.5% | +519.6% | +424.7% |
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