+26.2%
KLAC vs ALL
+42.7%
-16.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -1.4% |
| 7D | -5.7% | +7.5% | -13.2% | +1.2% |
| 30D | -27.6% | +19.7% | -47.3% | -13.7% |
| 3M | -23.3% | +2.9% | -26.2% | -20.1% |
| 6M | -12.4% | +23.5% | -35.9% | +9.7% |
| YTD | +23.7% | +31.1% | -7.4% | +60.3% |
| 1Y | +26.2% | +40.5% | -14.3% | +74.8% |
| All | +26.2% | +42.7% | -16.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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