+72,535.5%
KLAC vs ALL
+3,667.9%
+68,867.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.7% | +7.9% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -3.6% | -1.5% | -2.1% | -3.4% |
| 3M | -12.8% | +23.6% | -36.4% | -21.8% |
| 6M | +26.1% | +22.3% | +3.7% | +12.9% |
| YTD | +53.3% | +26.5% | +26.8% | +34.6% |
| 1Y | +113.7% | +27.0% | +86.7% | +86.0% |
| 3Y | +274.9% | +149.6% | +125.3% | +134.2% |
| 5Y | +470.1% | +118.1% | +352.1% | +266.4% |
| 10Y | +2,997.0% | +369.0% | +2,628.0% | +1,321.7% |
| All | +72,535.5% | +3,667.9% | +68,867.7% | +14,532.1% |
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