+298.6%
KLAC vs ALL
+161.8%
+136.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.2% |
| 7D | +21.2% | 0.0% | +21.2% | +21.2% |
| 30D | -14.5% | +12.8% | -27.3% | -13.9% |
| 3M | -24.4% | +4.7% | -29.1% | -24.0% |
| 6M | -12.9% | +24.9% | -37.9% | -13.4% |
| YTD | +29.9% | +30.0% | -0.1% | +28.4% |
| 1Y | +31.9% | +29.9% | +2.0% | +30.3% |
| 3Y | +201.5% | +117.5% | +84.0% | +161.2% |
| 5Y | +298.6% | +161.7% | +136.9% | +232.9% |
| All | +298.6% | +161.8% | +136.7% | +232.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling