+281.0%
KLAC vs ALK
-29.1%
+310.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.1% | +2.2% | +6.5% |
| 7D | -1.1% | +8.9% | -10.0% | -4.5% |
| 30D | -22.6% | +5.9% | -28.5% | -24.7% |
| 3M | -23.5% | -16.5% | -7.0% | -18.3% |
| 6M | -18.8% | +2.1% | -20.9% | -20.7% |
| YTD | +25.0% | -17.1% | +42.1% | +31.1% |
| 1Y | +27.5% | -2.9% | +30.4% | +25.5% |
| 3Y | +206.1% | +24.5% | +181.7% | +138.4% |
| 5Y | +281.0% | -29.1% | +310.1% | +268.4% |
| All | +281.0% | -29.1% | +310.1% | +268.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling