+59,511.2%
KLAC vs ALL
+3,785.0%
+55,726.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.3% |
| 7D | +10.0% | +5.0% | +5.0% | +7.8% |
| 30D | -14.8% | +13.3% | -28.1% | -19.4% |
| 3M | -27.2% | +3.2% | -30.3% | -28.9% |
| 6M | -17.5% | +25.3% | -42.8% | -27.2% |
| YTD | +25.8% | +30.5% | -4.6% | +8.1% |
| 1Y | +31.8% | +29.2% | +2.6% | +13.5% |
| 3Y | +195.3% | +119.1% | +76.2% | +94.4% |
| 5Y | +285.9% | +162.6% | +123.3% | +127.0% |
| 10Y | +2,247.6% | +378.8% | +1,868.8% | +959.1% |
| All | +59,511.2% | +3,785.0% | +55,726.2% | +11,647.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling