+205.0%
KLAC vs ALL
+117.0%
+88.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -1.6% |
| 7D | +21.2% | 0.0% | +21.2% | +21.4% |
| 30D | -14.5% | +12.8% | -27.3% | -10.2% |
| 3M | -24.4% | +4.7% | -29.1% | -22.4% |
| 6M | -12.9% | +24.9% | -37.9% | -6.0% |
| YTD | +29.9% | +30.0% | -0.1% | +41.1% |
| 1Y | +31.9% | +29.9% | +2.0% | +43.3% |
| All | +205.0% | +117.0% | +88.0% | +215.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling