+3,041.8%
KLAC vs ALK
-38.6%
+3,080.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.0% |
| 7D | +10.6% | +0.1% | +10.5% | +10.5% |
| 30D | -4.5% | -18.5% | +14.0% | +2.8% |
| 3M | -10.3% | -3.6% | -6.7% | -9.4% |
| 6M | +40.9% | -3.7% | +44.6% | +40.8% |
| YTD | +56.1% | -19.0% | +75.1% | +65.7% |
| 1Y | +109.0% | -36.0% | +145.1% | +139.1% |
| 3Y | +288.8% | +2.3% | +286.5% | +252.0% |
| 5Y | +489.1% | -27.8% | +516.9% | +496.1% |
| 10Y | +3,041.8% | -39.0% | +3,080.7% | +2,773.0% |
| All | +3,041.8% | -38.6% | +3,080.3% | +2,773.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling