+2,896.3%
KLAC vs ALL
+365.1%
+2,531.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -2.7% | -2.3% | -0.4% | -1.9% |
| 30D | -13.2% | -0.4% | -12.7% | -13.2% |
| 3M | -25.0% | +16.0% | -41.0% | -30.2% |
| 6M | +23.6% | +24.6% | -1.0% | +10.7% |
| YTD | +49.2% | +23.7% | +25.6% | +33.1% |
| 1Y | +89.3% | +27.7% | +61.6% | +65.3% |
| 3Y | +274.4% | +150.2% | +124.1% | +117.4% |
| 5Y | +440.9% | +117.1% | +323.9% | +225.3% |
| All | +2,896.3% | +365.1% | +2,531.3% | +1,025.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling