+512.8%
KLAC vs ALHC
-28.9%
+541.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.4% | +7.3% |
| 7D | +5.7% | -0.6% | +6.3% | +5.8% |
| 30D | -3.6% | -1.0% | -2.6% | -3.6% |
| 3M | -12.8% | -10.2% | -2.7% | -12.9% |
| 6M | +26.1% | -28.3% | +54.3% | +28.1% |
| YTD | +53.3% | -31.4% | +84.8% | +56.2% |
| 1Y | +113.7% | -16.9% | +130.6% | +113.0% |
| 3Y | +274.9% | +135.5% | +139.4% | +206.9% |
| 5Y | +470.1% | -33.6% | +503.8% | +419.5% |
| All | +512.8% | -28.9% | +541.7% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling