+157,277.0%
KLAC vs ALK
+839.9%
+156,437.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.9% |
| 7D | +5.7% | -0.7% | +6.4% | +6.0% |
| 30D | -3.6% | -19.2% | +15.6% | +2.7% |
| 3M | -12.8% | -1.5% | -11.3% | -12.7% |
| 6M | +26.1% | -13.1% | +39.1% | +30.1% |
| YTD | +53.3% | -16.4% | +69.7% | +60.0% |
| 1Y | +113.7% | -33.1% | +146.7% | +136.3% |
| 3Y | +274.9% | +0.6% | +274.3% | +251.6% |
| 5Y | +470.1% | -26.4% | +496.5% | +480.6% |
| 10Y | +2,997.0% | -34.2% | +3,031.2% | +2,861.5% |
| All | +157,277.0% | +839.9% | +156,437.1% | +46,654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling