+113.7%
KLAC vs ALK
-33.1%
+146.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.7% |
| 7D | +5.7% | -0.7% | +6.4% | +6.0% |
| 30D | -3.6% | -19.2% | +15.6% | +4.9% |
| 3M | -12.8% | -1.5% | -11.3% | -12.6% |
| 6M | +26.1% | -13.1% | +39.1% | +28.9% |
| YTD | +53.3% | -16.4% | +69.7% | +58.5% |
| 1Y | +113.7% | -33.1% | +146.7% | +111.1% |
| All | +113.7% | -33.1% | +146.7% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling