+2,249.0%
KLAC vs ALLE
+233.6%
+2,015.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.5% | +7.4% |
| 7D | -1.1% | -0.6% | -0.5% | -0.5% |
| 30D | -22.6% | +26.6% | -49.2% | -35.1% |
| 3M | -23.5% | +13.2% | -36.7% | -30.7% |
| 6M | -18.8% | +42.9% | -61.7% | -38.3% |
| YTD | +25.0% | +21.0% | +4.0% | +5.9% |
| 1Y | +27.5% | +15.2% | +12.4% | +11.9% |
| 3Y | +206.1% | +95.6% | +110.6% | +76.2% |
| 5Y | +281.0% | +53.4% | +227.6% | +159.6% |
| 10Y | +2,249.0% | +221.5% | +2,027.5% | +907.0% |
| All | +2,249.0% | +233.6% | +2,015.4% | +907.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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